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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

172 個評分


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....




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



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.


51 - Interest Rate Models 的 62 個評論(共 62 個)

創建者 Inti M


Challenging, but extremely worth the effort.

創建者 Qingqi S


It's good but the exercise is much hard

創建者 Jianing Z


It is a fantastic course. I love it.

創建者 Kai L


Excellent Classes. Quite Difficult.

創建者 Haizhou C


Difficult but worthwhile!

創建者 Ben P


T​otally worth it!

創建者 Han S Y


Great course!

創建者 Saket B



創建者 Adithya S S


A very in-depth course that doesn't spoon-feed you anything. You'll have to work hard to pass all the graded assignments. I would give the course 5 stars if it provided with material that helps you reach the required levels with questions ranging from easy to hard rather than just dropping the best of questions at you.

創建者 Maria S B


This course was very interesting and a bit hard for me, specially those topics involving measure theory.

I'd like to thank to the course moderators and their helpfully advices.

創建者 Jackie T


Very engaging materials and it is a difficult course!! Background in linear algebra, stochastic calculus and computer programming is recommended.

創建者 julien z


Great course. Be ready to do some integrals and coding.