Fixed Income Derivatives: Bond Forwards

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Skills You'll Learn

Pricing, Financial Modeling, Financial Risk, Financial Engineering

Reviews

4.6 (2,279 ratings)
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JP
Oct 20, 2019

Perfect course to grasp the fundamental theories in financial engineering and risk management! I deeply appreciate the videos and lecture notes! Hopefully, I can start the next course soon :)

AZ
Jul 17, 2020

A very well designed course! I knew some topics prior to the course and it helped me to strengthen my knowledge on derivative market systematically, particularly on interest rate derivatives

From the lesson
Term Structure Models I
Binomial lattice models of the short-rate; pricing fixed income derivative securities including caps, floors swaps and swaptions; the forward equations and elementary securities.

Taught By

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    Martin Haugh

    Co-Director, Center for Financial Engineering
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    Garud Iyengar

    Professor

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