Jeffrey Varner holds a Bachelor of Science degree (Chemistry), a Masters and a Ph.D. degree in Chemical Engineering, from Purdue University. Prof. Varner’s graduate thesis work at Purdue was done under the direction of Prof. D. Ramkrishna in the area of modeling and analysis of metabolic networks. Following Purdue, Prof. Varner was a postdoctoral researcher in the Department of Biology at the ETH-Zurich where he studied signal transduction mechanisms involved in cell-death under Prof. Jay Bailey. After the ETH, Prof. Varner was a Scientist in the Oncology business unit of Genencor International Inc, Palo Alto, CA. While at Genencor, Prof. Varner was involved in the discovery of novel targets in human cancers, and was a project team member for preclinical, phase-I and II studies of protein therapeutics for the treatment of colorectal cancer and Chronic Lymphocytic Leukemia (CLL). Prof. Varner left Genencor at the end of 2005 to join the faculty of the Chemical and Biomolecular Engineering department at Cornell University. At Cornell, the Varner lab is developing physiochemical modeling tools to rationally reprogram human signal transduction architectures.
Quantitative Modeling of Fixed Income Debt SecuritiesCornell Course
Debt Securities
Cornell CourseQuantitative Modeling of Fixed Income Debt Securities ()
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Course Overview
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.
Key Course Takeaways
- 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
How It Works
Course Length
2 weeks
Effort
6-8 hours per week
Format
100% online, instructor-led
Course Author
Associate Director at Cornell Engineering
Who Should Enroll
- Quantitative analysts
- Finance professionals looking to upskill in data modeling
- Engineers looking to transition into finance
- Research scientists
- Computer scientists
- Personal investors
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