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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



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....




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



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.


Interest Rate Models: 51 - 62 / 62 レビュー

by Inti M


Challenging, but extremely worth the effort.

by Qingqi S


It's good but the exercise is much hard

by Jianing Z


It is a fantastic course. I love it.

by Kai L


Excellent Classes. Quite Difficult.

by Haizhou C


Difficult but worthwhile!

by Ben P


T​otally worth it!

by Han S Y


Great course!

by Saket B



by Adithya S S


A very in-depth course that doesn't spoon-feed you anything. You'll have to work hard to pass all the graded assignments. I would give the course 5 stars if it provided with material that helps you reach the required levels with questions ranging from easy to hard rather than just dropping the best of questions at you.

by Maria S B


This course was very interesting and a bit hard for me, specially those topics involving measure theory.

I'd like to thank to the course moderators and their helpfully advices.

by Jackie T


Very engaging materials and it is a difficult course!! Background in linear algebra, stochastic calculus and computer programming is recommended.

by julien z


Great course. Be ready to do some integrals and coding.