Your cart is empty.
Keep shopping
Fixed Income in Python
5,257 students
Fixed Income in Python
Learn how to model and price bonds in Python
Created byPawel Dudko
Last updated 6/2020
English
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
Explore related topics
Course content
4 sections • 5 lectures • 1h 38m total length
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