Fixed Income Derivatives: Bond Forwards

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Compétences que vous apprendrez

Pricing, Financial Modeling, Financial Risk, Financial Engineering

Avis

4.6 (2,068 évaluations)
  • 5 stars
    76.11%
  • 4 stars
    16%
  • 3 stars
    3.53%
  • 2 stars
    1.30%
  • 1 star
    3.04%
EG

Aug 11, 2015

The content of this course is apropiate for drive the finances and risk, We be lear more about this course\n\nI am Engenier in Sofware, the know of finances is aplicable in anyware software.

AZ

Jul 18, 2020

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

À partir de la leçon
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.

Enseigné par

  • Martin Haugh

    Martin Haugh

    Co-Director, Center for Financial Engineering
  • Garud Iyengar

    Garud Iyengar

    Professor

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