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Interest Rate Models(으)로 돌아가기

로잔연방공과대학교의 Interest Rate Models 학습자 리뷰 및 피드백

4.6
100개의 평가
28개의 리뷰

강좌 소개

This course gives you an easy introduction to interest rates and related contracts. These include the LIBOR, bonds, forward rate agreements, swaps, interest rate futures, caps, floors, and swaptions. We will learn how to apply the basic tools duration and convexity for managing the interest rate risk of a bond portfolio. We will gain practice in estimating the term structure from market data. We will learn the basic facts from stochastic calculus that will enable you to engineer a large variety of stochastic interest rate models. In this context, we will also review the arbitrage pricing theorem that provides the foundation for pricing financial derivatives. We will also cover the industry standard Black and Bachelier formulas for pricing caps, floors, and swaptions. At the end of this course you will know how to calibrate an interest rate model to market data and how to price interest rate derivatives....

최상위 리뷰

PV

May 27, 2019

This course is very good in regaining your knowledge in Interest Rate model. However, the exchange is that you have to spend time with it. But believe me it is worth your time spending

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

필터링 기준:

Interest Rate Models의 27개 리뷰 중 26~27

교육 기관: Eric D B

Nov 15, 2017

Doing this course takes longer than stated and needs constant research to understand what is missing in the classes lectures. Some problems are the assumption of finance jargon is known and pricing formulas are given without fully explaining its origins stating its simple algebra.

교육 기관: gowtham

Jun 20, 2017

very poor presentation