Model Calibration

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Compétences que vous apprendrez

Pricing, Financial Modeling, Financial Risk, Financial Engineering

Avis

4.6 (2,237 évaluations)
  • 5 stars
    76.08%
  • 4 stars
    15.86%
  • 3 stars
    3.57%
  • 2 stars
    1.43%
  • 1 star
    3.03%
EG
10 août 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.

NT
19 janv. 2017

This course is amazing. The structure is very clear and coherent. It is very mathematically focused and the models are interesting. I would always recommend this course to my colleagues.

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

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    Martin Haugh

    Co-Director, Center for Financial Engineering
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    Garud Iyengar

    Professor

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