May 27, 2019
This course is very good in regaining your knowledge in Interest Rate model. However, the exchange is that you have to spend time with it. But believe me it is worth your time spending
Aug 29, 2020
Probably the most rigorous course on Coursera. Requires solid effort worthy of a graduate course. Kudos to the professors, TAs for putting together the assignments.
par Stefano E•
Apr 27, 2019
Interesting course, I learned a lot. Exercises a bit tedious sometimes and pass rate fairly high, given that 80% normally grants you the distinction in UK, not just a pass rate. Also ideally you would like the entire body of the exercise checked by the instructors, not just the final number, but I guess this would be too much for a Coursera course. Overall a very good course.
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.
par Arnaud B•
Jun 22, 2020
Very demanding and useful course. I learnt a lot!! It's definitely the best class that can be found on the stochastic short rate models!!! Thank you very to you Professor Filipovic and to all the person involved!!
Just one word of caution: the announced necessary time to perform practice and graded tests are often underestimated.
par Bouazza S•
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.
par gourab c•
Sep 10, 2020
Thank You Professor Filipovic and Ecole Staff/Team...It was an exhausting course. It feels like I have earned it. I Look forward to more courses on Stochastic Calculus. Professor/Staff Please enlighten us with more quantitative finance courses......Sincerely Gourab Chakraborty
par Andrei D C F•
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.
par Jason S•
Feb 05, 2017
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!
par K S•
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
par Sergey M•
Sep 18, 2020
A little tough and insufficiently explained, but one of the most useful courses on financial math here.
par Mattia B•
Dec 09, 2019
Very difficult course. It took me a lot of time. It requires a background in quantitative finance.
par Yu Z•
Feb 27, 2017
Finally finished! It's quite difficult, but really learned a lot! Thank you!
par Cheung W C•
Sep 19, 2019
I wish there is a course on credit risk in a similar fashion.
par David A•
Mar 10, 2017
Solid review of fundamental interest rate ide
par Qingqi S•
Oct 15, 2018
It's good but the exercise is much hard
par Kai L•
Jul 28, 2019
Excellent Classes. Quite Difficult.
par Yong H S•
Apr 01, 2019
par Saket B•
Jun 25, 2017
par Adithya S S•
Apr 24, 2020
A very in-depth course that doesn't spoon-feed you anything. You'll have to work hard to pass all the graded assignments. I would give the course 5 stars if it provided with material that helps you reach the required levels with questions ranging from easy to hard rather than just dropping the best of questions at you.
par Maria S B•
Oct 11, 2019
This course was very interesting and a bit hard for me, specially those topics involving measure theory.
I'd like to thank to the course moderators and their helpfully advices.
par Jackie T•
Jan 25, 2018
Very engaging materials and it is a difficult course!! Background in linear algebra, stochastic calculus and computer programming is recommended.
par Bikash S B S•
Jul 25, 2020
The notations used are not clear. The instructor is not making the course as simpler as it's to be.
par Ahmed G I•
Sep 05, 2020
They have asked to do some assignments but gave no assignments. I tried to unenroll from this course but that option wasn't given to me either.