About this Course

18,986 recent views
Flexible deadlines
Reset deadlines in accordance to your schedule.
Shareable Certificate
Earn a Certificate upon completion
100% online
Start instantly and learn at your own schedule.
Coursera Labs
Includes hands on learning projects.
Learn more about Coursera Labs External Link
Advanced Level
Approx. 29 hours to complete
English

Skills you will gain

  • Calibration
  • Stochastic Calculus
  • Yield Curve
  • Interest Rate Derivative
Flexible deadlines
Reset deadlines in accordance to your schedule.
Shareable Certificate
Earn a Certificate upon completion
100% online
Start instantly and learn at your own schedule.
Coursera Labs
Includes hands on learning projects.
Learn more about Coursera Labs External Link
Advanced Level
Approx. 29 hours to complete
English

Syllabus - What you will learn from this course

Content RatingThumbs Up84%(1,174 ratings)
Week1
Week 1
1 hour to complete

Introduction

1 hour to complete
1 video (Total 5 min), 5 readings
Week2
Week 2
8 hours to complete

Interest Rates and Related Contracts

8 hours to complete
5 videos (Total 55 min), 2 readings, 6 quizzes
Week3
Week 3
5 hours to complete

Estimating the Term Structure

5 hours to complete
4 videos (Total 56 min)
Week4
Week 4
6 hours to complete

Stochastic Models

6 hours to complete
4 videos (Total 76 min), 1 reading, 5 quizzes

Reviews

TOP REVIEWS FROM INTEREST RATE MODELS

View all reviews

Frequently Asked Questions

More questions? Visit the Learner Help Center.