The Cash Account and Pricing Zero-Coupon Bonds

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Pricing, Financial Modeling, Financial Risk, Financial Engineering

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4.6(2,153 個評分)
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AZ
2020年7月17日

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
2015年8月10日

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.

從本節課中
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.

教學方

  • Placeholder

    Martin Haugh

    Co-Director, Center for Financial Engineering
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    Garud Iyengar

    Professor

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