Fixed Income Derivatives: Swaps and Swaptions

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Destrezas que aprenderás

Pricing, Financial Modeling, Financial Risk, Financial Engineering

Reseñas

4.6 (2,149 calificaciones)
  • 5 stars
    75.98%
  • 4 stars
    15.96%
  • 3 stars
    3.53%
  • 2 stars
    1.44%
  • 1 star
    3.07%
AZ

Jul 18, 2020

A very well designed course! I knew some topics prior to the course and it helped me to strengthen my knowledge on derivative market systematically, particularly on interest rate derivatives

EG

Aug 11, 2015

The content of this course is apropiate for drive the finances and risk, We be lear more about this course\n\nI am Engenier in Sofware, the know of finances is aplicable in anyware software.

De la lección
Term Structure Models I
Binomial lattice models of the short-rate; pricing fixed income derivative securities including caps, floors swaps and swaptions; the forward equations and elementary securities.

Impartido por:

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    Martin Haugh

    Co-Director, Center for Financial Engineering
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    Garud Iyengar

    Professor

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