Excel and Python-Powered Risk Management Program
Fixed-Income Investment And Risk Management (Basics to Advanced to Practical Applications)
from the basic modules to the advanced modules, our comprehensive curriculum ensures throughout learning, the ins and outs of Financial Markets And Fixed-Income Products, Modeling Term-Structure of Interest Rates, Pricing And Valuation of Fixed-Income Securities, Fixed-Income Portfolio Risk Measurement And Management focusing on topics directly impacting fixed-income space. You'll learn about interest rates—how they move and why they matter—essential knowledge for any professional working in the fixed-income space.
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HOURS ON-DEMAND
PYTHON-BASED MODELS
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5.0
PYTHON PROJECTS
BLOGS PUBLISHED
RATING ACHIEVED
Master the Most Sought-After Career in Finance and Advance Your Career
from the basic to the advanced modules, our comprehensive curriculum ensures throughout learning, the ins and outs of:
» Financial Markets, Fixed-Income Products, And Derivative Instruments
» Modeling Term-Structure of Interest Rates | Modeling Short-Rate And Interest Rate Factors
» Pricing And Valuation of Fixed-Income Securities
» Fixed-Income Portfolio Risk Measurement And Management
focusing on topics directly impacting fixed-income space. You'll learn about interest rates—how they move and why they matter—essential knowledge for any professional working in the fixed-income space.
You will gain insight into tools such as interest rate curve construction techniques, interest rate sensitivities, stochastic simulation, sophisticated pricing and valuation models with full and partial revaluation methodologies, and risk measurement models for analyzing the interaction between risk factors' movements impacting the fixed-income portfolio.
Hands-on experience in developing practical models on both Microsoft Excel and Python that offer a distinct advantage in interviews and on-the-job responsibilities within the fixed-income domain. this expertise sets you apart, particularly in areas where others lack understanding, giving you an edge in competitive environments.
Premium Subscription
Fixed-Income Investment And Risk
reach out to us at contact@thefinanalytics.com
INR 12,000
USD 200
Inclusions
Theory, Excel Modeling, Python Modeling
The Financial Book
INR 100
Interview Guide for Finance Professionals (1.0)
INR 400
Interview Guide for Finance Professionals (2.0)
INR 100
Interview Guide for Valuation Experts (3.0)
INR 100
Interview Guide for Risk Experts (4.0)
INR 100
Prerequisite: Welcome to Python Basics [ 30+ hours ] training program.
2-months [ 40+ hours ] training program.
Get hands-on experience on real-world projects [ 5+ projects ] and team collaboration.
Q&A support incl. excel and python model assistance.
Online instructor-led weekend live batch + recorded sessions available as fallback option.
Access to financial books, interview guides, CV/resume preparation, reference materials through SharePoint.
Restrictions: No access to excel and python scripts, 12 months access to resources with unlimited watch time.
Life time access to participate in live sessions at no extra cost.
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Program Coverage Curated By Experienced Mentors
We're focused on delivering practical skills to data science, data analytics, and finance professionals with an in-depth understanding & implementation using python. We never stop adding more content to it.
Introduction to Financial Markets, Products, And Derivative Instruments
→ Introduction to Financial Markets, Introduction to Financial Products and Instruments – Equities, FI Securities - Debt Securities | Issuers - Government | Agencies | Municipals | Corporates | Treasury Securities - T-Bills | T-Notes | T-Bonds | TIPS | Term-Structure of Interest Rates - Short-Term | Medium-Term | Long-Term, Market Data for Equities, Interest Rates, Historical Time Series Data And Interest Rate Shocks
→ US Treasury Yield Spread, Monitoring USD10Y3M Yield Spread - Historical Levels - Peak | Trough | Current, Monitoring SnP500 Equity Index - Performance Measures - Rolling Maximum Cumulative Loss | Maximum Drawdown | Preparing Market Report - Description | Financial Crisis | Economic Recessions, S&P 500 Performance: Cumulative Loss And Maximum Drawdown, Monitoring Yield Spreads And S&P 500 Performance
Introduction to Python Programming [7 Sessions]
Modeling Term-Structure of Interest Rates
→ Yield Curve Construction – Interpolation Methods → Advanced Interpolation Methods – Vandermonde Matrix, Newton Divided Difference, Lagrange, And Cubic Spline Interpolation → Modeling Yield Curve – Linear Regression Model, Polynomial Regression Model (Single Factor), Nelson Siegel (NS) And Nelson Siegel Svensson (NSS) Models → Model Validation – Nelson Siegel (NS) And Nelson Siegel Svensson (NSS) Models | Evaluation Metrics – Mean Absolute Error (MAE) | Mean Squared Error (MSE) | Root Mean Squared Error (RMSE) | Median Absolute Error (MedAE) | Maximum Error (ME) | Mean Absolute Percentage Error (MAPE) | Residual Sum of Squares (RSS) | Total Sum of Squares (TSS) | Coefficient of Determination (R²)
→ Project: A Research Beyond Yield Curves: Best-Fit Model For Yield Curve Estimation
Modeling Short-Rate And Interest Rate Factors
→ Modeling Interest Rates – Merton's Model, Vesicek Model, Cox-Ingersoll-Ross Model, Ho-Lee Model, Hull-White Model | Extensions - Adding Jumps, Stochastic Volatilities, Other Factors & Correlations
→ Modeling Interest Rate Risk Factors – Principal Component Analysis (PCA) | Statistics – Variance | Covariance-Correlation Matrix | Normalization | Principal Component Identification – Level | Slope | Curvature | Eigen Decomposition – Values & Vectors | Dimensionality Reduction | PC Computation & Uncorrelated Shocks,
→ The Reduced Model In Perspective | Reduced Model Process | Population | Sample Set Represents The Population | Population Change | The Inverse Problem | Steps To Generate Principal Components | General Data Transformation
Pricing And Valuation of Fixed-Income Securities
→ Full Valuation DCF Model – US Treasury Bills, US Treasury Notes/Bonds
→ Interest Rate Movement And Mark-to-Market PnL | Constant Rate Simulation | Incremental PnL – Interest Rate Movement vs. Pull-to-Par Effect | Price-Yield Relationship | Analysis Report And Commentary
→ Full Valuation DCF Model – US Treasury Notes/Bonds – Mark-to-Market | Interest Rates Term-Structure | Interest Rate Curve Construction | Fixed-Income Product - 10Y US Treasury Note | Discounting Cashflow Model | Discount Factors | Present Values | Model Price vs. Issue/Market Price | Model Price Difference | Valuation Report | Partial Revaluation - Taylor Series Expansion/Approximation - Duration-Convexity PnL
→ Valuation Report of US Treasury Securities And Mark-to-Market
Fixed-Income Portfolio Risk Measurement And Management
→ Market Interest Rate Scenario – Parallel Shifts, Non-Parallel Shifts - Bull And Bear Steepening/Flattening
→ Sensitivity-Based Risk And PnL Attribution – Fixed-Income Securities | Partial Revaluation vs. Full Revaluation DCF Methodologies | Taylor-Series Approximation | Risk Sensitivities – Duration | DV01 | Convexity | Duration-Convexity PnL | Residual PnL | Methodology Difference – Full Valuation vs. Taylor Series Expansion/Approximation - Duration-Convexity PnL vs. Ladder-Based Interpolation Technique | Model Limitations | Market Risk Report
→ Introduction to Value-at-Risk (VaR) Measure, Fixed-Income Portfolio Value-at-Risk – Historical Simulation Method | Risk Attribution to Market Risk Factor(s) And Specific Factors - TMR, GMR, ESR | Market VaR Report