此课程适用人群: This course is primarily aimed at advanced graduates interested in quantitative finance, along with finance professionals with an interest in interest rate models. Prerequisites for this course: elementary probability theory and real calculus. To solve the quizzes, students also need a matrix-oriented scientific computing package such as Matlab or R.


制作方:   洛桑联邦理工学院

  • Damir Filipović

    教学方:    Damir Filipović, EPFL

    The Swissquote Chair in Quantitative Finance and Swiss Finance Institute Professor
LevelAdvanced
Commitment5 weeks of study, 6 hours per week
Language
English
How To PassPass all graded assignments to complete the course.
User Ratings
4.6 stars
Average User Rating 4.6See what learners said
授课大纲

常见问题解答
运作方式
课程作业
课程作业

每门课程都像是一本互动的教科书,具有预先录制的视频、测验和项目。

来自同学的帮助
来自同学的帮助

与其他成千上万的学生相联系,对想法进行辩论,讨论课程材料,并寻求帮助来掌握概念。

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证书

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制作方
洛桑联邦理工学院
评分和审阅
已评分 4.6,总共 5 个 19 评分

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.

Solid review of fundamental interest rate ide

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

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!