Fixed Income in Python

Fixed Income in Python

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.

Learn how to model and price bonds in Python

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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

Rating: 3.9

Level: Beginner Level

Duration: 1.5 hours

Instructor: Pawel Dudko