An Application: Pricing a Payer Swaption in a BDT Model

Loading...
查看授课大纲

您将学习的技能

Pricing, Financial Modeling, Financial Risk, Financial Engineering

审阅

4.6(2,081 个评分)
  • 5 stars
    76.02%
  • 4 stars
    16.05%
  • 3 stars
    3.50%
  • 2 stars
    1.34%
  • 1 star
    3.07%
EG

Aug 11, 2015

The content of this course is apropiate for drive the finances and risk, We be lear more about this course\n\nI am Engenier in Sofware, the know of finances is aplicable in anyware software.

KA

Nov 26, 2017

The material is clear stated, the volume and the deepness of the course is substantial, the supplements are very helpful. The spreadsheets can even use as basis for practice modelling.

从本节课中
Term Structure Models II and Introduction to Credit Derivatives
Calibration of term-structure models; the Black-Derman-Toy and Ho-Lee models. Limitations of term-structure models and derivatives pricing models in general. Introduction to credit-default swaps (CDS) and the pricing of CDS and defaultable bonds.

教学方

  • Martin Haugh

    Martin Haugh

    Co-Director, Center for Financial Engineering
  • Garud Iyengar

    Garud Iyengar

    Professor

探索我们的目录

免费加入并获得个性化推荐、更新和优惠。