The Cash Account and Pricing Zero-Coupon Bonds

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Habilidades que você aprenderá

Pricing, Financial Modeling, Financial Risk, Financial Engineering

Avaliações

4.6 (2,078 classificações)
  • 5 stars
    76.08%
  • 4 stars
    15.97%
  • 3 stars
    3.51%
  • 2 stars
    1.34%
  • 1 star
    3.07%
AZ

Jul 18, 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

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.

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

  • Martin Haugh

    Martin Haugh

    Co-Director, Center for Financial Engineering
  • Garud Iyengar

    Garud Iyengar

    Professor

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