Interest Rate Models
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Rating | 4.1★ based on 47 ratings |
---|---|
Length | 7 weeks |
Effort | 5 weeks of study, 6 hours per week |
Starts | Jul 3 (13 weeks ago) |
Cost | $49 |
From | École polytechnique fédérale de Lausanne via Coursera |
Instructor | Damir Filipović |
Download Videos | On all desktop and mobile devices |
Language | English |
Subjects | Business Mathematics |
Tags | Business Finance Math And Logic |
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What people are saying
lot of time
It took me a lot of time.
Basic programming skills with any language such as Python or R are also indispensable for the exercises, which require a lot of time to be completed succesfully.
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quantitative finance
Give a clear introduction to quantitative finance but on the other hand, it does not give enough references, link to article to go deeper into subject Difficult but interesting course.
It's rather challenging and requires some prior knowledge of quantitative finance/mathematics (and more time than stated in the syllabus :)).
This is an advanced course for people in quantitative finance field ONLY.
Thank you authors and I'm waiting for the new courses in quantitative finance with the level of sophistication not less than this one.
It requires a background in quantitative finance.
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interest rate models
I learned a lot.-Michael the description of this class is that its an easy introduction to interest rate models.
The class does not really provide many examples of how to calibrate interest rate models.
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stochastic calculus
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) 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.
this is complete nonsense they should state it might be easy if you have a ph.d in stochastic calculus.
Linear algebra, stochastic calculus and the basic results of mathematical finance in continous time are necessary prerequisites in terms of theory.
It requires a good background in stochastic calculus and in mathematical analysis and also the knowledge of programming languages to perform advanced calculations.
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interest rates
traders, quants, portfolio managers) since it provides relevant techniques for measuring and managing interest rate risk and understanding interest rates derivatives space/markets.
well designed
and exercises are well designed to make you understand the matter.
wonderful very poor presentation Amazing course with a great exposé of each concept and extremely well designed assignments.
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quant finance
Content wise this course is excellent, quant finance enthusiasts would love this course.
Bigs thanks to Damir Filipovic and the team making this course possible!It would be great to have any other course on quant finance topic from Ecole Polytechnique.For those who want to take the course:Yes the content is superb and the course worth taking if you are into quant finance.
virtually impossible
While this may be what a team might be faced with in a large Ibank for the purpose of a student learning this for the first time its completely ridiculous as it renders the assignments virtually impossible for someone just trying to learn.
The videos for the class are virtually useless and the fact that there are zero fully worked examples and I mean zero makes it virtually impossible.
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worked examples
there are no worked examples explaining the concepts clearly.
This class could be made better if it provided proper fully worked examples of models like black derman toy, hull white, hjm and even current models.
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Careers
An overview of related careers and their average salaries in the US. Bars indicate income percentile.
Quant Interest Rate Rsk Analys $68k
Interest Rate Product Analyst $71k
Analyst, FX & Interest Rate Derivatives, Prime Brokerage $76k
Interest Rate Derivative Sales $77k
Associate Interest Rate Derivative Sales Manager $82k
Analyst - Interest Rate Risk Strategies $90k
Vice President Interest Rate Derivative Sales Manager $97k
Analyst, Trading & Interest Rate Risk $97k
Interest Rate Structuring and Sales $108k
Financial Analyst, Interest Rate Hedging Strategies Manager $133k
Product Manager - Business Intelligence, Interest Rate Risk $141k
Interest Rate Options Trader $152k
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Rating | 4.1★ based on 47 ratings |
---|---|
Length | 7 weeks |
Effort | 5 weeks of study, 6 hours per week |
Starts | Jul 3 (13 weeks ago) |
Cost | $49 |
From | École polytechnique fédérale de Lausanne via Coursera |
Instructor | Damir Filipović |
Download Videos | On all desktop and mobile devices |
Language | English |
Subjects | Business Mathematics |
Tags | Business Finance Math And Logic |
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