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

FAQs
How It Works
Trabajo del curso
Trabajo del curso

Cada curso es como un libro de texto interactivo, con videos pregrabados, cuestionarios y proyectos.

Ayuda de tus compañeros
Ayuda de tus compañeros

Conéctate con miles de estudiantes y debate ideas y materiales del curso, y obtén ayuda para dominar los conceptos.

Certificados
Certificados

Obtén reconocimiento oficial por tu trabajo y comparte tu éxito con amigos, compañeros y empleadores.

Creators
École Polytechnique Fédérale de Lausanne
Ratings and Reviews
Rated 4.6 out of 5 of 34 ratings

Very helpful course to revisit my daily work covering curves, derivative pricing.

This course has been quite challenging, which I really have enjoyed. I guess this course is a shorter and easier version of the real course the professor teaches at his own institution. It only covers about one third of his text book, but now I know I can finish the textbook by myself. I strongly recommend to future learners that they get his textbook. I learned more from examples given the textbook. Since there didn't seem many learners on this course, it was quite frustrating to find a little mistake that I was making, but I guess that understanding whether the mistakes are conceptual or computational is also an important part of financial engineering. Anyway, I hope he will offer more of courses like this on coursera.

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.

wonderful