Who is this class for: 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.


Created by:  École Polytechnique Fédérale de Lausanne

  • Damir Filipović

    Taught by:  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
Syllabus

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Coursework
Coursework

Each course is like an interactive textbook, featuring pre-recorded videos, quizzes and projects.

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Creators
École Polytechnique Fédérale de Lausanne
Ratings and Reviews
Rated 4.6 out of 5 of 21 ratings

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!