Stochastic Calculus

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Skills You'll Learn

Calibration, Stochastic Calculus, Yield Curve, Interest Rate Derivative

Reviews

4.6 (95 ratings)
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    2 ratings
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    4 ratings

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

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

From the lesson
Stochastic Models

Taught By

  • Damir Filipović

    Damir Filipović

    EPFL

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