Chevron Left
Volver a Interest Rate Models

Opiniones y comentarios de aprendices correspondientes a Interest Rate Models por parte de École Polytechnique Fédérale de Lausanne

4.5
estrellas
172 calificaciones

Acerca del Curso

This course gives you an easy introduction to interest rates and related contracts. These include the LIBOR, bonds, forward rate agreements, swaps, interest rate futures, caps, floors, and swaptions. We will learn how to apply the basic tools duration and convexity for managing the interest rate risk of a bond portfolio. We will gain practice in estimating the term structure from market data. We will learn the basic facts from stochastic calculus that will enable you to engineer a large variety of stochastic interest rate models. In this context, we will also review the arbitrage pricing theorem that provides the foundation for pricing financial derivatives. We will also cover the industry standard Black and Bachelier formulas for pricing caps, floors, and swaptions. At the end of this course you will know how to calibrate an interest rate model to market data and how to price interest rate derivatives....

Principales reseñas

PV

26 de may. de 2019

This course is very good in regaining your knowledge in Interest Rate model. However, the exchange is that you have to spend time with it. But believe me it is worth your time spending

SS

28 de ago. de 2020

Probably the most rigorous course on Coursera. Requires solid effort worthy of a graduate course. Kudos to the professors, TAs for putting together the assignments.

Filtrar por:

51 - 62 de 62 revisiones para Interest Rate Models

por Inti M

1 de ene. de 2021

por Qingqi S

15 de oct. de 2018

por Jianing Z

16 de ene. de 2022

por Kai L

28 de jul. de 2019

por Haizhou C

15 de feb. de 2021

por Ben P

13 de ene. de 2022

por Han S Y

1 de abr. de 2019

por Saket B

25 de jun. de 2017

por Adithya S S

24 de abr. de 2020

por Maria S B

11 de oct. de 2019

por Jackie T

24 de ene. de 2018

por julien z

15 de feb. de 2022