Introduction to Term Structure Lattice Models

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Получаемые навыки

Pricing, Financial Modeling, Financial Risk, Financial Engineering

Рецензии

4.6 (2,299 ratings)
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JP

20 окт. 2019 г.

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Perfect course to grasp the fundamental theories in financial engineering and risk management! I deeply appreciate the videos and lecture notes! Hopefully, I can start the next course soon :)

AZ

17 июля 2020 г.

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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

Из урока

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.

Преподаватели

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    Martin Haugh

    Co-Director, Center for Financial Engineering

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    Garud Iyengar

    Professor

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