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

## 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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