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Interest Rate Models に戻る

スイス連邦工科大学ローザンヌ校(École Polytechnique Fédérale de Lausanne) による Interest Rate Models の受講者のレビューおよびフィードバック

4.5
172件の評価
62件のレビュー

コースについて

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....

人気のレビュー

PV

2019年5月26日

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

SS

2020年8月28日

Probably the most rigorous course on Coursera. Requires solid effort worthy of a graduate course. Kudos to the professors, TAs for putting together the assignments.

フィルター:

Interest Rate Models: 26 - 50 / 62 レビュー

by Jiaxin Y

2017年3月12日

Solid contents, also required solid graduate level mathematics. The instructor may consider providing more details in some of the derivations. It is a bit difficult to follow during some lectures.

by Felix C

2020年7月2日

An excellent course, the material presented is quite advanced for a MOOC. Short, austere videos and slides that are very rich in content despite their rather compact presentation. Do not be fooled by the description - this is far from an "easy" introduction to the subject matter. Linear algebra, stochastic calculus and the basic results of mathematical finance in continous time are necessary prerequisites in terms of theory. Basic programming skills with any language such as Python or R are also indispensable for the exercises, which require a lot of time to be completed succesfully. Time commitment to the course grows greatly starting with Week 3, and by the final quiz it can feel quite overwhelming and frustrating due to the amount of material covered in each week and the high difficulty of some of the exercises. Still, it is quite doable (I finished a few days earlier than the schedule), but the effort required is not trivial. A good companion to the course is the book written by the Instructor, "Term-Structure Models", published by Springer.

by Tatsunari W

2017年7月17日

This course has been quite challenging, which I really have enjoyed. I guess this course is a shorter and easier version of the real course the professor teaches at his own institution. It only covers about one third of his text book, but now I know I can finish the textbook by myself. I strongly recommend to future learners that they get his textbook. I learned more from examples given the textbook. Since there didn't seem many learners on this course, it was quite frustrating to find a little mistake that I was making, but I guess that understanding whether the mistakes are conceptual or computational is also an important part of financial engineering. Anyway, I hope he will offer more of courses like this on coursera.

by Nikola P

2017年7月10日

A really useful and practical course in Quantitative Finance, which really raises the bar in terms of difficulty but also the knowlegde gained is definitely there. I would recommend this course even to seasoned industry professionals (e.g. traders, quants, portfolio managers) since it provides relevant techniques for measuring and managing interest rate risk and understanding interest rates derivatives space/markets. On the other hand I do feel that with useful comments, provided by the Coursera community, this course can only become better, as time goes by.

by Zixu Z

2020年5月3日

This is one of the best online courses I have taken. It is a master level course if one actually make efforts to understand all the formulas instead of just plugging in numbers, and requires great commitment and time. Some quizzes require extreme carefulness and patience (the forum is very helpful!). However after completing the course one should be confident to explore more complicated interest rate models used in real work.

by Duncan E

2018年5月18日

An excellent course, well structured and clearly taught. The tests were very challenging but interesting. Not being a financial graduate I found the learning curve very steep but it was very stimulating and enjoyable: the course not only taught me a lot about financial models relating to interest rates but also gave me some entry points into interesting mathematics (measure theory, martingales, stochastic calculus)

by Déodat V

2017年5月25日

Amazing course with a great exposé of each concept and extremely well designed assignments. The contents are brilliant, really clear, the study materials are well designed. The assignments help to recognize blind spots in the understanding of the concepts and push to implement the contents. It is a really nice balance between knowledge and know-how. Also a really tough one but "pain will make it better".

by Stefano E

2019年4月27日

Interesting course, I learned a lot. Exercises a bit tedious sometimes and pass rate fairly high, given that 80% normally grants you the distinction in UK, not just a pass rate. Also ideally you would like the entire body of the exercise checked by the instructors, not just the final number, but I guess this would be too much for a Coursera course. Overall a very good course.

by Sergey N

2019年2月5日

Great course to refresh interest rate finance theory and to learn something new as well. Topics are very relevant for real-world finance practice. Exercises are built to make you gain working knowledge of the material. Maybe a couple of additional (optional) videos with more detailed derivations of some pricing formulas would be a useful addition to the course.

by Christopher K

2020年11月13日

Probably my favourite course thus far on Coursera! The instructor is a leading expert on the topic and did not hold back from mathematical rigour or challenging assignments. With the derivations and proofs of the results from the video lectures, this could potentially serve as the foundation for a semester-long graduate course on interest rate models.

by Hilmi E

2021年11月25日

T​his is an excellent course.The delivery is precise and elegant; the practice and graded quizzes are non-trivial and complement the lectures. Those who are comfortable with calculus, linear algebra and a reasonable undersatnding of stochastic calculus and programming will benefit most from the course. Congratulations to Prof Filipovic and his team.

by Bouazza S

2018年2月27日

Very challenging and rewarding course, the treatment of interest rates is of the level of a Master's degree in financial mathematics. I would advise anyone attempting this course to get at least a little more exposure to stochastic calculus before attempting it even though it already provides a small crash course.

by Andrew D

2018年9月12日

The sophisticated theory is being delivered in a very accurate and rigorous manner with references to market practice. Thank you authors and I'm waiting for the new courses in quantitative finance with the level of sophistication not less than this one.

by Jason S

2017年2月4日

This is a seriously challenging class, requiring some good preparation, but it is worth every minute. The course staff members are very helpful. The problems are challenging and they are well worth doing. Good luck!

by K S

2018年5月21日

Difficult but interesting course. Only it took me more time than announced to complete it and perhaps additional materials (articles, link to thesis etc...) would be beneficial

by David A P C

2020年12月3日

Me gusto mucho el curso, no es de nivel básico, hay que tener un conocimiento mínimo de algunos de los conceptos presentados para entender algunos quices y ejercicios.

by Guang C

2022年5月21日

The course is quite tough. But it is interesting to complete it. Thank you Porfessor Damir Filipovic!

by Mattia B

2019年12月9日

Very difficult course. It took me a lot of time. It requires a background in quantitative finance.

by Luca B

2022年1月28日

D​ifficult but worth it in my opinion if your interest lies on interest rate modelling.

by Yu Z

2017年2月27日

Finally finished! It's quite difficult, but really learned a lot! Thank you!

by Bor R M

2021年1月25日

The most difficult course in Coursera. Still, it is totally worth it.

by Marek F

2021年12月21日

This course is a challenge. Very demanding. However you learn a lot.

by Francisco P M

2020年11月24日

Un contenido de alto nivel en el tema y bastante enriquecedor.

by Cheung W C

2019年9月19日

I wish there is a course on credit risk in a similar fashion.

by David A

2017年3月10日

Solid review of fundamental interest rate ide