About this Course

Learner Career Outcomes

25%

started a new career after completing these courses

25%

got a tangible career benefit from this course
Shareable Certificate
Earn a Certificate upon completion
100% online
Start instantly and learn at your own schedule.
Flexible deadlines
Reset deadlines in accordance to your schedule.
Advanced Level
Approx. 30 hours to complete
English

Skills you will gain

CalibrationStochastic CalculusYield CurveInterest Rate Derivative

Learner Career Outcomes

25%

started a new career after completing these courses

25%

got a tangible career benefit from this course
Shareable Certificate
Earn a Certificate upon completion
100% online
Start instantly and learn at your own schedule.
Flexible deadlines
Reset deadlines in accordance to your schedule.
Advanced Level
Approx. 30 hours to complete
English

Offered by

Placeholder

École Polytechnique Fédérale de Lausanne

Syllabus - What you will learn from this course

Content RatingThumbs Up84%(1,038 ratings)Info
Week
1

Week 1

1 hour to complete

Introduction

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

Week 2

8 hours to complete

Interest Rates and Related Contracts

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

Week 3

5 hours to complete

Estimating the Term Structure

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

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.