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所在平台: Udemy |
课程主页: https://www.udemy.com/course/fixed-income-analytics/
课程评论：没有评论
课程名称：固定收益分析：定价与风险管理 课程概述：固定收益市场在现代经济中占据核心地位，是整个金融系统中最重要和最具影响力的市场之一。利率，作为经济中最重要的价格，正是在债券和货币市场中形成的。1993年，美国时任总统当选人比尔·克林顿的一句著名感叹，使他的助手詹姆斯·卡维尔宣称如果下辈子可以重生，他希望变成极具影响力的债券市场。本课程不要求金融知识，数学要求最低（商学院微积分即可），适合希望深入了解固定收益市场的金融专业人士以及有意学习金融的其他领域的量化专业人士。如果你想从资本市场的某个部分开始探索金融，固定收益市场无疑是一个理想的选择。 学习内容：本课程教授用于定价固定收益证券及分析和管理其所面临风险的定量和严格技术。我们将开发分析国债、国库券、剥离证券以及回购协议及债券投资组合的技巧。固定收益证券面临的风险主要与利率相关，且这种关联性极为紧密。因此，我们还将制定分析利率的方法。我们将探讨固定收益工具与利率之间的密切关系，并回顾主要的利率期限结构理论。课程的核心目标之一是固定收益证券的定价，我们将深入分析固定收益证券所面临的风险，包括经典的利率风险度量：美元久期、DV01、久期和凸性，并展示如何将它们应用于实际风险管理中。 课程强调应用，内容包括交易应用（如骑乘收益率曲线和利率水平交易）和风险管理技术（如免疫管理，资产/负债管理的应用）。 课程还包括Python工具，课程中将涉及用于计算债券价格和风险度量的Python工具，并构建利率和收益率曲线。课程所使用的软件均以宽松的MIT许可发布，学生可以将这些工具带走，在未来的职业生涯中使用，或将其纳入自己的项目，无论是开源还是专有。 立即注册！通过本课程加速您的金融职业发展，深入量化金融学习。课程包括15小时的讲座，丰富的习题集及实现课程内容的Python代码，更有30天退款保证，您无法错过！
The fixed income markets are central to the modern economy, and are arguably the most central and influential markets in the entire financial system. Indeed, interest rates, the most important prices in the entire economy, are set in the bond and money markets. A famous and colorful lament from then President-Elect Bill Clinton in 1993 lead his aide, James Carville, to declare that in his next life he wanted to come back as something really influential: the bond market.This course, which assumes no knowledge of finance, and with minimal math requirements (business school calculus is more than enough) will be useful for financial professionals who wish to go to the next level with their understanding of the fixed income markets, and for quantitative professionals from other fields who are interested in learning something about finance. If you're looking for one segment of the capital markets to start an exploration of finance, you can't go wrong with the fixed income markets.What You Will Learn:This course teaches quantitative and rigorous techniques for pricing fixed income securities and for analyzing and managing the risks they are exposed to. We will develop techniques for the analysis of treasury bonds, treasury bills, strips, and repurchase agreements, as well as for bond portfolios.More than any other asset class, fixed income securities are exposed to risks associated with interest rates. Moreover, the linkage between fixed income assets and interest rates is very tight. Thus, by necessity, we will also develop methods for the analysis of interest rates. We will explore the close linkage between fixed income instruments and interest rates, and we will review the main theories of interest rate term structure.The pricing of fixed income securities is one of the core objectives of the course. We will go well beyond pricing in the analysis of the risks fixed income securities are exposed to. We will treat the classic measures of interest rate risk: dollar duration, DV01, duration, and convexity, and we will see how to use them for real risk management applications.In the end, everything in this course is driven by applications, and there are applications galore. We will cover trading applications, like riding the yield curve and rate level trading. And we will study risk management techniques like immunization, and applications in asset/liability management.Includes Python toolsPython based tools are now included for computing bond prices and risk measures, and constructing interest rates and yield curves. All software that is part of this course is released under a permissive MIT license, so students are free to take these tools with them and use them in their future careers, include them in their own projects, whether open source or proprietary, anything you want!So Sign Up Now!Accelerate your finance career by taking this course, and advancing into quantitative finance. With 15 hours of lectures, extensive problem sets, and Python codes implementing the course material, not to mention a 30 day money back guarantee, you can't go wrong!
