Who is this class for: This course is primarily aimed at advanced graduates interested in quantitative finance, along with finance professionals with an interest in interest rate models. Prerequisites for this course: elementary probability theory and real calculus. To solve the quizzes, students also need a matrix-oriented scientific computing package such as Matlab or R.


Created by:  École Polytechnique Fédérale de Lausanne

  • Damir Filipović

    Taught by:  Damir Filipović, EPFL

    The Swissquote Chair in Quantitative Finance and Swiss Finance Institute Professor
LevelAdvanced
Commitment5 weeks of study, 6 hours per week
Language
English
How To PassPass all graded assignments to complete the course.
User Ratings
4.4 stars
Average User Rating 4.4See what learners said
Syllabus

FAQs
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Coursework
Coursework

Each course is like an interactive textbook, featuring pre-recorded videos, quizzes and projects.

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Creators
École Polytechnique Fédérale de Lausanne
Ratings and Reviews
Rated 4.4 out of 5 of 24 ratings

Amazing course with a great exposé of each concept and extremely well designed assignments. The contents are brilliant, really clear, the study materials are well designed. The assignments help to recognize blind spots in the understanding of the concepts and push to implement the contents. It is a really nice balance between knowledge and know-how. Also a really tough one but "pain will make it better".

Solid contents, also required solid graduate level mathematics. The instructor may consider providing more details in some of the derivations. It is a bit difficult to follow during some lectures.

Solid review of fundamental interest rate ide

Finally finished! It's quite difficult, but really learned a lot! Thank you!