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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

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: 51 - 62 / 62 レビュー

by Inti M

2021年1月1日

Challenging, but extremely worth the effort.

by Qingqi S

2018年10月15日

It's good but the exercise is much hard

by Jianing Z

2022年1月16日

It is a fantastic course. I love it.

by Kai L

2019年7月28日

Excellent Classes. Quite Difficult.

by Haizhou C

2021年2月15日

Difficult but worthwhile!

by Ben P

2022年1月13日

T​otally worth it!

by Han S Y

2019年4月1日

Great course!

by Saket B

2017年6月25日

wonderful

by Adithya S S

2020年4月24日

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

2019年10月11日

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

2018年1月24日

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

by julien z

2022年2月15日

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