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Bond Valuation and Analysis in Python

Joshua Mayhew

Options Trader

Chapter 1 summary - time value of money

• Simple and compound interest
• Future value and fv() function
• Compounding frequencies
• Other functions: nper(), rate(), pmt()

Chapter 2 summary - bond prices and yields

• Present value and pv() function
• Zero coupon bonds
• Coupon paying bonds
• Bond prices vs. bond yields

Chapter 3 summary - duration

• Duration introduction
• Factors affecting duration
• Dollar duration and DV01
• Creating a duration neutral portfolio
• Predicting bond prices using duration

Chapter 4 summary - convexity

• Convexity introduction
• Factors affecting convexity
• Dollar convexity and convexity adjustment
• Combining duration and convexity

Congratulations!

Bond Valuation and Analysis in Python