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學生對 洛桑联邦理工学院 提供的 Interest Rate Models 的評價和反饋

4.6
104 個評分
31 個審閱

課程概述

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....

熱門審閱

PV

May 27, 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

PT

Oct 01, 2019

Very interesting course. Would be great if there is a second part of this course about modern pricing with OIS swap, collateral ...

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1 - Interest Rate Models 的 25 個評論(共 30 個)

創建者 Fabio A

Feb 23, 2018

創建者 Qingqi S

Oct 15, 2018

創建者 Sungjoon B

Aug 23, 2017

創建者 Robert G

Jan 16, 2018

創建者 Jiaxin Y

Mar 12, 2017

創建者 Md N A

Apr 09, 2017

創建者 gowtham

Jun 20, 2017

創建者 Eric D B

Nov 15, 2017

創建者 Sergey

Feb 05, 2019

創建者 Andrei D C F

Sep 12, 2018

創建者 Duncan E

May 18, 2018

創建者 K S

May 21, 2018

創建者 Michael B

Jan 31, 2017

創建者 Bouazza S

Feb 28, 2018

創建者 Saket B

Jun 25, 2017

創建者 Yu Z

Feb 27, 2017

創建者 Jerzy D

Feb 06, 2018

創建者 David A

Mar 10, 2017

創建者 Tatsunari W

Jul 17, 2017

創建者 Nikola P

Jul 10, 2017

創建者 Jason S

Feb 05, 2017

創建者 Déodat V

May 25, 2017

創建者 Stefano E

Apr 27, 2019

創建者 Yong H S

Apr 01, 2019

創建者 Puttipon V

May 27, 2019