Para quién es esta clase: This course is primarily aimed at advanced graduates interested in quantitative finance, along with finance professionals with an interest in interest rate models. Prerequisites for this course: elementary probability theory and real calculus. To solve the quizzes, students also need a matrix-oriented scientific computing package such as Matlab or R.

Creada por:   École Polytechnique Fédérale de Lausanne

  • Damir Filipović

    Enseñado por:    Damir Filipović, EPFL

    The Swissquote Chair in Quantitative Finance and Swiss Finance Institute Professor
Commitment5 weeks of study, 6 hours per week
How To PassPass all graded assignments to complete the course.
User Ratings
4.6 stars
Average User Rating 4.6See what learners said

Preguntas Frecuentes
Cómo funciona
Trabajo del curso
Trabajo del curso

Cada curso es como un libro de texto interactivo, con videos pregrabados, cuestionarios y proyectos.

Ayuda de tus compañeros
Ayuda de tus compañeros

Conéctate con miles de estudiantes y debate ideas y materiales del curso, y obtén ayuda para dominar los conceptos.


Obtén reconocimiento oficial por tu trabajo y comparte tu éxito con amigos, compañeros y empleadores.

École Polytechnique Fédérale de Lausanne
Calificaciones y revisiones
Calificado 4.6 de 5 19 calificaciones

Solid contents, also required solid graduate level mathematics. The instructor may consider providing more details in some of the derivations. It is a bit difficult to follow during some lectures.

Solid review of fundamental interest rate ide

Finally finished! It's quite difficult, but really learned a lot! Thank you!

This is a seriously challenging class, requiring some good preparation, but it is worth every minute. The course staff members are very helpful. The problems are challenging and they are well worth doing. Good luck!