Stochastic Calculus

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Skills You'll Learn

Calibration, Stochastic Calculus, Yield Curve, Interest Rate Derivative

Reviews

4.5 (159 ratings)

  • 5 stars
    76.10%
  • 4 stars
    11.94%
  • 3 stars
    4.40%
  • 2 stars
    2.51%
  • 1 star
    5.03%

PT

Sep 30, 2019

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Very interesting course. Would be great if there is a second part of this course about modern pricing with OIS swap, collateral ...

MB

Jan 30, 2017

Filled StarFilled StarFilled StarFilled StarFilled Star

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

From the lesson

Stochastic Models

Taught By

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    Damir Filipović

    EPFL

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