Interview with Emmanuel Derman

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강의 계획서 보기

배우게 될 기술

Pricing, Financial Modeling, Financial Risk, Financial Engineering

검토

4.6(2,281개의 평가)
  • 5 stars
    75.84%
  • 4 stars
    15.95%
  • 3 stars
    3.63%
  • 2 stars
    1.44%
  • 1 star
    3.11%
JP
2019년 10월 20일

Perfect course to grasp the fundamental theories in financial engineering and risk management! I deeply appreciate the videos and lecture notes! Hopefully, I can start the next course soon :)

AZ
2020년 7월 17일

A very well designed course! I knew some topics prior to the course and it helped me to strengthen my knowledge on derivative market systematically, particularly on interest rate derivatives

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:

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    Martin Haugh

    Co-Director, Center for Financial Engineering
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    Garud Iyengar

    Professor

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