In this chapter, you’ll cover simple and compound interest, compounding frequencies, future value as well as commonly used financial functions in the NumPy-financial package.

Simple interest & compound interest

Calculating simple interest

Calculating compound interest

Future value & compounding frequencies

Calculating future value

Calculating compounding frequencies

More financial functions

Calculating the number of periods

Calculating the payment amount

Calculating the required interest rate

Solving real-world problems

Time Value of Money

Let’s get fiscal. You’ll discover how to find the price of both zero-coupon and coupon-paying bonds, as well as examining the relationship between bond prices and bond yields.

Present value & zero coupon bonds

Calculating present value

Pricing zero coupon bonds

Coupon paying bonds

Impact of bond yields on price

Impact of coupons on price

Bond prices vs. bond yields

Discount vs. par vs. premium

Plotting bond prices against yields

Calculating bond yields

Comparing zero coupon bond yields

Comparing coupon bond yields

Bond Prices & Yields

Now it’s time for you to explore interest rate risk via the concept of duration, the factors affecting duration, and how to use duration to predict the price changes of a bond or hedge bond portfolios.

Durasi

Sensitivitas suku bunga dari dua obligasi

Durasi obligasi kupon nol dan obligasi kupon

Faktor yang memengaruhi durasi

Obligasi dengan durasi tertinggi

Membandingkan durasi dua obligasi secara langsung

Menggunakan ketajaman garis harga/imbal hasil

Memplot durasi vs. faktor

Durasi dolar & prediksi harga obligasi

Percent duration dan dollar duration

Membuat portofolio netral durasi

Memprediksi dampak harga dari duration

Duration

In the final chapter, you’ll be introduced to convexity. You’ll see how it helps address the weaknesses inherent in duration, examine the factors affecting convexity, and use both duration and convexity together to better predict bond prices.

Convexity

Predicted vs. actual prices I

Predicted vs. actual prices II

Finding the convexity of a bond

Factors affecting convexity

The bond with the highest convexity

Comparing the convexity of two bonds directly

Using the curvature of the price/yield line

Plotting convexity vs. the factor

Dollar convexity and bond price prediction

Dollar convexity

Convexity adjustment

Combining duration and convexity

Congratulations!

Pasar obligasi dunia bernilai sekitar 120 triliun dolar; pasar ini berperan penting dalam membantu pemerintah dan bisnis mengumpulkan modal dan merupakan bagian esensial dari sebagian besar portofolio investasi. Dalam kursus ini, Anda akan mempelajari keterampilan penting yang diperlukan untuk bekerja di industri keuangan, asuransi, dan akuntansi, termasuk memahami dan menganalisis pasar. Melalui aktivitas praktis, Anda akan mempelajari cara kerja obligasi, cara menentukannya harganya, serta cara menilai beberapa risikonya menggunakan paket numpy dan numpy-financial.

Introduction to Functions in Python

Pelajari cara kerja obligasi, menilai harga dan risikonya dengan paket numpy dan numpy-financial.

Penilaian dan Analisis Obligasi dengan Python

Pelajari cara kerja obligasi, cara menghitung harganya, dan menilai beberapa risikonya menggunakan paket numpy dan numpy-financial.

Obligasi dengan durasi tertinggi

Penilaian dan Analisis Obligasi dengan Python

Latihan interaktif praktis