Bootstrapping Example

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강의 계획서 보기

배우게 될 기술

Calibration, Stochastic Calculus, Yield Curve, Interest Rate Derivative

검토

4.5(144개의 평가)
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    75.69%
  • 4 stars
    12.50%
  • 3 stars
    4.86%
  • 2 stars
    2.77%
  • 1 star
    4.16%
PT

Oct 01, 2019

Very interesting course. Would be great if there is a second part of this course about modern pricing with OIS swap, collateral ...

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

수업에서
Estimating the Term Structure

강사:

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    Damir Filipović

    EPFL

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