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Fixed Income in Python
Rating: 3.8 out of 5(48 ratings)
5,275 students

Fixed Income in Python

Learn how to model and price bonds in Python
Created byPawel Dudko
Last updated 6/2020
English
English [Auto],

What you'll learn

  • 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

Course content

4 sections • 5 lectures • 1h 38m total length

  • Loan valuation in Python16:10

    Learn loan valuation in Python by building a simple fixed-income class with attributes and methods to compute future value, present value, and the discount factor.

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

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