Jan 31, 2017
Great course! Level of difficulty is about first or second year Ph.D. in economics/finance. I learned a lot.\n\n-Michael
Aug 23, 2017
Very helpful course to revisit my daily work covering curves, derivative pricing.
автор: Yong Han Shawn•
Apr 01, 2019
Feb 05, 2019
Great course to refresh interest rate finance theory and to learn something new as well. Topics are very relevant for real-world finance practice. Exercises are built to make you gain working knowledge of the material. Maybe a couple of additional (optional) videos with more detailed derivations of some pricing formulas would be a useful addition to the course.
автор: Qingqi Shi•
Oct 15, 2018
It's good but the exercise is much hard
автор: Andrei Dankin CFA, FRM•
Sep 12, 2018
The sophisticated theory is being delivered in a very accurate and rigorous manner with references to market practice. Thank you authors and I'm waiting for the new courses in quantitative finance with the level of sophistication not less than this one.
автор: K Sid•
May 21, 2018
Difficult but interesting course. Only it took me more time than announced to complete it and perhaps additional materials (articles, link to thesis etc...) would be beneficial
автор: Duncan Edwards•
May 18, 2018
An excellent course, well structured and clearly taught. The tests were very challenging but interesting. Not being a financial graduate I found the learning curve very steep but it was very stimulating and enjoyable: the course not only taught me a lot about financial models relating to interest rates but also gave me some entry points into interesting mathematics (measure theory, martingales, stochastic calculus)
автор: Bouazza SAADEDDINE•
Feb 28, 2018
Very challenging and rewarding course, the treatment of interest rates is of the level of a Master's degree in financial mathematics. I would advise anyone attempting this course to get at least a little more exposure to stochastic calculus before attempting it even though it already provides a small crash course.
автор: Fabio Alcaro•
Feb 23, 2018
Great course! If you have not deep economic/financial background (f.i., I am an engineer) you should not rely too much to the expected time required to complete the week assignment, especially weeks 4 and 5. Lectures have a marked mathematical facet (it's a financial mathematics course, after all!) and exercises are well designed to make you understand the matter. The final exam stays in ~200 lines of Matlab (comments included), so if you are committed you will succeed.
автор: Jerzy Dembski•
Feb 06, 2018
Very interesting and engaging course. It covers relevant topics in fixed income derivatives. It's rather challenging and requires some prior knowledge of quantitative finance/mathematics (and more time than stated in the syllabus :)). Also not possible to pass without some programming skills. What I didn't like is that instructor didn't provide economic intuition behind math formulas and models but rather presented them from a purely mathematical perspective.
автор: Jackie TOM•
Jan 25, 2018
Very engaging materials and it is a difficult course!! Background in linear algebra, stochastic calculus and computer programming is recommended.