Model Calibration

Loading...
查看授課大綱

您將學習的技能

Pricing, Financial Modeling, Financial Risk, Financial Engineering

審閱

4.6(2,146 個評分)
  • 5 stars
    76%
  • 4 stars
    15.93%
  • 3 stars
    3.54%
  • 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

NT

Jan 20, 2017

This course is amazing. The structure is very clear and coherent. It is very mathematically focused and the models are interesting. I would always recommend this course to my colleagues.

從本節課中
Term Structure Models II and Introduction to Credit Derivatives
Calibration of term-structure models; the Black-Derman-Toy and Ho-Lee models. Limitations of term-structure models and derivatives pricing models in general. Introduction to credit-default swaps (CDS) and the pricing of CDS and defaultable bonds.

教學方

  • Placeholder

    Martin Haugh

    Co-Director, Center for Financial Engineering
  • Placeholder

    Garud Iyengar

    Professor

探索我們的目錄

免費加入並獲得個性化推薦、更新和優惠。