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Course Description

United States Marketable Treasury Securities are widely considered one of the safest global investments. How can you better understand, apply, and model these securities?

In this course, you will be introduced to zero-coupon and multiple-coupon Treasury securities. You will compute the price of these investments using the Julia programming language and discover what factors influence the price. After completing this course, you will understand the different types of Treasury securities, how to price them, the factors that influence their price, and how to model their outcomes, setting you up with hands-on experience in foundational quantitative skills.

Faculty Author

Jeffrey D. Varner

Benefits to the Learner

  • Model zero-coupon U.S. Treasury bills
  • Model U.S. Treasury coupon notes and bonds
  • Model separate trading of registered interest and principal of securities (STRIPS) bonds

Target Audience

  • Quantitative analysts
  • Finance professionals looking to upskill in data modeling
  • Engineers looking to transition into finance
  • Research scientists
  • Computer scientists
  • Personal investors

Applies Towards the Following Certificates

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Enroll Now - Select a section to enroll in
Type
2 week
Dates
Apr 23, 2025 to May 06, 2025
Total Number of Hours
16.0
Course Fee(s)
Regular Price $999.00
Type
2 week
Dates
Jun 18, 2025 to Jul 01, 2025
Total Number of Hours
16.0
Course Fee(s)
Regular Price $999.00
Type
2 week
Dates
Aug 13, 2025 to Aug 26, 2025
Total Number of Hours
16.0
Course Fee(s)
Regular Price $999.00
Type
2 week
Dates
Oct 08, 2025 to Oct 21, 2025
Total Number of Hours
16.0
Course Fee(s)
Regular Price $999.00
Type
2 week
Dates
Dec 03, 2025 to Dec 16, 2025
Total Number of Hours
16.0
Course Fee(s)
Regular Price $999.00
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