Fixed Income Analytics: Pricing and Risk Management
With Python Tools for Bonds and Money Market Instruments
4.67 (576 reviews)
4,896
students
18.5 hours
content
Nov 2024
last update
$79.99
regular price
What you will learn
The general structure of global bond and money markets
Pricing, yield, accrued interest and day count conventions
Arbitrage and the time value of money as the core principles underlying security valuation, and how to use them to price fixed income securities
The term structure of interest rates, its applications, and the accepted theories of the forces that shape it
The classic risk measures of fixed income securities: duration, DV01, and convexity, and their applications to risk management
Trading applications: riding the yield curve and rate level trading
Immunization and applications in asset/liability management
3613634
udemy ID
11/4/2020
course created date
11/18/2020
course indexed date
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