Introduction
- Loan valuation in Python
Zero coupon bonds
- Zero coupon bond concept
- Zero coupon bond valuation
Yield curve
- Yield curve in Python
Fixed coupon bond
- Fixed coupon bond Newton-Rhapson method
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
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.
The University of Sheffield
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About the instructors
- 4.25 Calificación
- 16056 Estudiantes
- 2 Cursos
Pawel Dudko
Financial Engineer
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.
Student feedback
3.25
Course Rating
Reviews
Bruce Bezner
01-07-2023
The sound is way too low; explanations are really poor and if this is the quality of the courses, I would ask for my money back. VERY DISAPPOINTING.
MOHAMED-AMINE FELOUANI
19-06-2023
merci