Fixed Income Derivatives Pricing in Practice

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Skills You'll Learn

Pricing, Financial Modeling, Financial Risk, Financial Engineering

Reviews

4.6 (2,313 ratings)

  • 5 stars
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    15.99%
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  • 2 stars
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  • 1 star
    3.24%

JP

Oct 20, 2019

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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

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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 II and Introduction to Credit Derivatives

Calibration of term-structure models; the Black-Derman-Toy and Ho-Lee models. Limitations of term-structure models and derivatives pricing models in general. Introduction to credit-default swaps (CDS) and the pricing of CDS and defaultable bonds.

Taught By

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    Martin Haugh

    Associate Professor of Practice

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    Garud Iyengar

    Professor

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