Для кого этот курс: 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.

Автор:   Федеральная политехническая школа Лозанны

  • Damir Filipović

    Преподаватели:    Damir Filipović, EPFL

    The Swissquote Chair in Quantitative Finance and Swiss Finance Institute Professor
Commitment5 weeks of study, 6 hours per week
How To PassPass all graded assignments to complete the course.
User Ratings
4.6 stars
Average User Rating 4.6See what learners said
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Федеральная политехническая школа Лозанны
Рейтинги и отзывы
Оценка 4.6 из 5 по 19 отзывам

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!