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.
What You Will 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
Who Should Attend!
- Students of financial markets/financial engineering
- Python developers interested in Financial Markets
- Financial market professionals interested in Fixed Income
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