Cameron Connell – Fixed Income Analytics: Pricing and Risk Management

This course assumes no prior knowledge of finance. and For financial professionals who want to expand their knowledge on fixed income markets, there are no math requirements (business school calculus suffices). and Finance professionals who have worked in quantitative fields and are interested learning about it. File size: 3.84 GB

Cameron Connell – Fixed Income Analytics: Pricing and Risk Management

The modern economy is centered on the fixed income markets. and These are, arguably, the most central and Influential markets are the backbone of the entire financial system. The bond market sets interest rates, which are among the most important prices for the economy. and Money markets. One of the most famous is and A colorful lament from the then President-James Carville, his aide, declared that Bill Clinton, the President of the United States, had in 1993 made a bold declaration about his desire to return as an influencer in the bond market.
This course assumes no prior knowledge of finance. and For financial professionals who want to expand their knowledge on fixed income markets, there are no math requirements (business school calculus suffices). and For quantitative professionals in other fields interested in learning more about finance. The fixed income markets are a great place to begin your exploration of finance if you’re looking at one sector of the capital market.
What you will learn:
This course will teach quantitative reasoning. and For fixed income securities, pricing is done using rigorous methods and Analyzing and They must manage the risks they are exposed. We will devise techniques to analyse treasury bond, treasury bills and strips. and Repurchase agreements and bond portfolios.
Fixed income securities are more vulnerable than other asset classes to interest rate risks. The linkage between fixed income assets is another factor. and The interest rate environment is extremely tight. We will therefore develop methods to analyze interest rates out of necessity. We will examine the relationship between fixed income instruments and interest rates. and Interest rates and We will examine the major theories behind interest rate term structure.
One of the core objectives is to price fixed income securities. We will not stop at pricing when analysing the risks fixed-income securities are exposed. We will consider the traditional measures of interest rate risk, namely dollar duration, DV01 and duration. and convexity, and We’ll show you how to make them work for real risk management.
All of this course’s content is driven by applications. and There are many applications. We will be covering trading applications such as riding the yield curve and rate level trading. We will also examine risk management techniques such as immunization. and Application in asset/liability administration
Includes Python tools
Python-based tools are now available for computing bond prices and risk measures, and Interest rates construction and Yield curves. Students are allowed to bring the software they learn in this course under a permissive MIT licence. and Use them in your future career, or include them in your own projects, open source or proprietary. You can do whatever you like!
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This course will help you accelerate your financial career. and advancing into quantitative finance. 15 hours of lectures and large problem sets. and Python codes for implementing course material. You can’t go wrong with a 30-day guarantee!