Fixed Income Derivatives: Options on Bonds

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Habilidades que você aprenderá

Pricing, Financial Modeling, Financial Risk, Financial Engineering

Avaliações

4.6 (2,156 classificações)
  • 5 stars
    75.92%
  • 4 stars
    15.95%
  • 3 stars
    3.57%
  • 2 stars
    1.43%
  • 1 star
    3.10%
AZ
17 de Jul de 2020

A very well designed course! I knew some topics prior to the course and it helped me to strengthen my knowledge on derivative market systematically, particularly on interest rate derivatives

EG
10 de Ago de 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.

Na lição
Term Structure Models I
Binomial lattice models of the short-rate; pricing fixed income derivative securities including caps, floors swaps and swaptions; the forward equations and elementary securities.

Ministrado por

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    Martin Haugh

    Co-Director, Center for Financial Engineering
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    Garud Iyengar

    Professor

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