Calibration Example

View Syllabus

Skills You'll Learn

Calibration, Stochastic Calculus, Yield Curve, Interest Rate Derivative


4.6 (112 ratings)
  • 5 stars
    87 ratings
  • 4 stars
    14 ratings
  • 3 stars
    4 ratings
  • 2 stars
    3 ratings
  • 1 star
    4 ratings

Jan 31, 2017

Great course! Level of difficulty is about first or second year Ph.D. in economics/finance. I learned a lot.\n\n-Michael


Dec 09, 2019

Very difficult course. It took me a lot of time. It requires a background in quantitative finance.

From the lesson
Interest Rate Derivatives

Taught By

  • Damir Filipović

    Damir Filipović


Explore our Catalog

Join for free and get personalized recommendations, updates and offers.