Heath-Jarrow-Morton Framework

Loading...
查看授課大綱

您將學習的技能

Calibration, Stochastic Calculus, Yield Curve, Interest Rate Derivative

審閱

4.6(108 個評分)
  • 5 stars
    84 ratings
  • 4 stars
    14 ratings
  • 3 stars
    4 ratings
  • 2 stars
    2 ratings
  • 1 star
    4 ratings
MB

Jan 31, 2017

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

MB

Dec 09, 2019

Very difficult course. It took me a lot of time. It requires a background in quantitative finance.

從本節課中
Stochastic Models

教學方

  • Damir Filipović

    Damir Filipović

    EPFL

探索我們的目錄

免費加入並獲得個性化推薦、更新和優惠。