Interview with Emmanuel Derman

Loading...
Visualiser le programme de cours

Compétences que vous apprendrez

Pricing, Financial Modeling, Financial Risk, Financial Engineering

Avis

4.6 (1,714 notes)
  • 5 stars
    1,328 ratings
  • 4 stars
    266 ratings
  • 3 stars
    56 ratings
  • 2 stars
    21 ratings
  • 1 star
    43 ratings
KA

Nov 26, 2017

The material is clear stated, the volume and the deepness of the course is substantial, the supplements are very helpful. The spreadsheets can even use as basis for practice modelling.

SM

Nov 03, 2016

Excellent course and learnt a lot of details. It really gives me lot of confidence and motivation to do more courses and I have already started Part 2. Can't wait for it complete.

À partir de la leçon
Term Structure Models II and Introduction to Credit Derivatives
Calibration of term-structure models; the Black-Derman-Toy and Ho-Lee models. Limitations of term-structure models and derivatives pricing models in general. Introduction to credit-default swaps (CDS) and the pricing of CDS and defaultable bonds.

Enseigné par

  • Martin Haugh

    Martin Haugh

    Co-Director, Center for Financial Engineering
  • Garud Iyengar

    Garud Iyengar

    Professor

Explorer notre catalogue

Rejoignez-nous gratuitement et obtenez des recommendations, des mises à jour et des offres personnalisées.