Fixed Income in Python

Learn how to model and price bonds in Python
New
Rating: 0.0 out of 5 (0 ratings)
2,687 students
Fixed Income in Python
New
Rating: 0.0 out of 5 (0 ratings)
2,687 students
How to model fixed income instruments in Python
How to price zero coupon and fixed coupon bonds
The concept of yield to maturity and how to calculate it for a bond
The concept of the yield curve
How to interpolate bond yield using the yield curve
Newton-Rhapson method for numerical root finding and its application to YTM calculation

Requirements

  • Basics of object oriented programming
  • Basics of financial mathematics
  • High school calculus
Description

This course covers the concept and pricing of fixed income securities: loans, zero coupon and fixed coupon bonds.  You will learn how to model them, calculate their price and yield to maturity in Python. The course also covers the yield curve and explains how to use Newton-Rhapson numerical method for root finding to calculate yield to maturity of a bond.

Who this course is for:
  • Students of financial markets/financial engineering
  • Python developers interested in Financial Markets
  • Financial market professionals interested in Fixed Income
Course content
4 sections • 5 lectures • 1h 38m total length
  • Loan valuation in Python
    16:10
  • Zero coupon bond concept
    07:28
  • Zero coupon bond valuation
    10:39
  • Yield curve in Python
    26:43
  • Fixed coupon bond Newton-Rhapson method
    37:59

Instructor
Financial Engineer
Pawel Dudko
  • 3.9 Instructor Rating
  • 231 Reviews
  • 11,818 Students
  • 2 Courses

In 2012 received BSc in Mathematics from University of Warsaw.

In 2013 graduated with Distinction from Imperial College London  receiving MSc degree in Risk Management and Financial Engineering.

Since graduation working in Sales and Trading at Commerzbank, London.

Specializing in probability, statistics, stochastic calculus and numerical methods.

Programming, open source and self development enthusiast.