The Gaussian Copula Model

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Compétences que vous apprendrez

Real Options Valuation, Derivative (Finance), Risk Management, Real Options

Avis

4.7 (589 évaluations)
  • 5 stars
    80.47%
  • 4 stars
    14.60%
  • 3 stars
    3.22%
  • 2 stars
    0.16%
  • 1 star
    1.52%
MU

Aug 23, 2018

One of the best courses available on Coursera! If you're interested in Quantitative Finance or trying to get a good idea of what financial engineering entails, please take this course.

DL

Nov 20, 2015

This course is challenging and the skills learnt are valuable. The materials are well-made and formulas well-defined. I hope they provide more practice quizzes.

À partir de la leçon
Credit Derivatives and Structured Products
Mechanics and pricing of CDOs; exotic structured credit securities including CDO-squared’s and CDO-cubed’s. Risk management of these products and their role in the financial crisis.

Enseigné par

  • Martin Haugh

    Martin Haugh

    Co-Director, Center for Financial Engineering
  • Garud Iyengar

    Garud Iyengar

    Professor

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