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学生对 洛桑联邦理工学院 提供的 Interest Rate Models 的评价和反馈

4.5
158 个评分
54 条评论

课程概述

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....

热门审阅

PV
May 26, 2019

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
Aug 28, 2020

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.

筛选依据:

26 - Interest Rate Models 的 50 个评论(共 53 个)

创建者 Nikola P

Jul 10, 2017

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.

创建者 Zixu Z

May 3, 2020

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.

创建者 Duncan E

May 18, 2018

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)

创建者 Déodat V

May 25, 2017

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".

创建者 Stefano E

Apr 27, 2019

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.

创建者 Sergey

Feb 5, 2019

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.

创建者 Christopher K

Nov 13, 2020

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.

创建者 Bouazza S

Feb 27, 2018

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.

创建者 Andrei D C F

Sep 12, 2018

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.

创建者 Jason S

Feb 4, 2017

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!

创建者 K S

May 21, 2018

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

创建者 David A P C

Dec 3, 2020

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.

创建者 Mattia B

Dec 9, 2019

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

创建者 Yu Z

Feb 27, 2017

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

创建者 Bor R M

Jan 25, 2021

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

创建者 Francisco P M

Nov 24, 2020

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

创建者 Cheung W C

Sep 19, 2019

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

创建者 David A

Mar 10, 2017

Solid review of fundamental interest rate ide

创建者 Inti M

Jan 1, 2021

Challenging, but extremely worth the effort.

创建者 Qingqi S

Oct 15, 2018

It's good but the exercise is much hard

创建者 Kai L

Jul 28, 2019

Excellent Classes. Quite Difficult.

创建者 Haizhou C

Feb 15, 2021

Difficult but worthwhile!

创建者 Yong H S

Apr 1, 2019

Great course!

创建者 Saket B

Jun 25, 2017

wonderful

创建者 Adithya S S

Apr 24, 2020

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.