Bootstrapping Example

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Calibration, Stochastic Calculus, Yield Curve, Interest Rate Derivative

審閱

4.5(171 個評分)

  • 5 stars
    76.02%
  • 4 stars
    11.69%
  • 3 stars
    4.67%
  • 2 stars
    2.33%
  • 1 star
    5.26%

PT

2019年9月30日

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

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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