Stochastic Calculus

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Destrezas que aprenderás

Calibration, Stochastic Calculus, Yield Curve, Interest Rate Derivative

Reseñas

4.5 (176 calificaciones)

  • 5 stars
    76,13 %
  • 4 stars
    11,93 %
  • 3 stars
    4,54 %
  • 2 stars
    2,27 %
  • 1 star
    5,11 %

PT

30 de sep. de 2019

Very interesting course. Would be great if there is a second part of this course about modern pricing with OIS swap, collateral ...

MB

30 de ene. de 2017

Great course! Level of difficulty is about first or second year Ph.D. in economics/finance. I learned a lot.

-Michael

De la lección

Stochastic Models

Impartido por:

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    Damir Filipović

    EPFL

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