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Calibration, Stochastic Calculus, Yield Curve, Interest Rate Derivative

審閱

4.5(159 個評分)

  • 5 stars
    76.10%
  • 4 stars
    11.94%
  • 3 stars
    4.40%
  • 2 stars
    2.51%
  • 1 star
    5.03%

PT

2019年9月30日

Filled StarFilled StarFilled StarFilled StarFilled Star

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

MB

2017年1月30日

Filled StarFilled StarFilled StarFilled StarFilled Star

Great course! Level of difficulty is about first or second year Ph.D. in economics/finance. I learned a lot.\n\n-Michael

從本節課中

Estimating the Term Structure

教學方

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    Damir Filipović

    EPFL

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