Calibration Example

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Skills You'll Learn

Calibration, Stochastic Calculus, Yield Curve, Interest Rate Derivative

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4.6 (97 ratings)
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SB

Aug 23, 2017

Very helpful course to revisit my daily work covering curves, derivative pricing.

YZ

Feb 27, 2017

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

From the lesson
Interest Rate Derivatives

Taught By

  • Damir Filipović

    Damir Filipović

    EPFL

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