Fixed Income Derivatives Pricing in Practice

Loading...
강의 계획서 보기

배우게 될 기술

Pricing, Financial Modeling, Financial Risk, Financial Engineering

검토

4.6(1,730개의 평가)
  • 5 stars
    1,343 ratings
  • 4 stars
    267 ratings
  • 3 stars
    56 ratings
  • 2 stars
    21 ratings
  • 1 star
    43 ratings
EG

Aug 11, 2015

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.

NT

Jan 20, 2017

This course is amazing. The structure is very clear and coherent. It is very mathematically focused and the models are interesting. I would always recommend this course to my colleagues.

수업에서
Term Structure Models II and Introduction to Credit Derivatives
Calibration of term-structure models; the Black-Derman-Toy and Ho-Lee models. Limitations of term-structure models and derivatives pricing models in general. Introduction to credit-default swaps (CDS) and the pricing of CDS and defaultable bonds.

강사:

  • Martin Haugh

    Martin Haugh

    Co-Director, Center for Financial Engineering
  • Garud Iyengar

    Garud Iyengar

    Professor

Coursera 카탈로그 살펴보기

무료로 참여해 맞춤화된 추천, 업데이트 및 제안을 받아보세요.