Interview with Emmanuel Derman

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강의 계획서 보기

배우게 될 기술

Pricing, Financial Modeling, Financial Risk, Financial Engineering

검토

4.6(1,681개의 평가)
  • 5 stars
    1,299 ratings
  • 4 stars
    264 ratings
  • 3 stars
    55 ratings
  • 2 stars
    21 ratings
  • 1 star
    42 ratings
KA

Nov 26, 2017

The material is clear stated, the volume and the deepness of the course is substantial, the supplements are very helpful. The spreadsheets can even use as basis for practice modelling.

SM

Nov 03, 2016

Excellent course and learnt a lot of details. It really gives me lot of confidence and motivation to do more courses and I have already started Part 2. Can't wait for it complete.

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

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