Stochastic Calculus

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Skills You'll Learn

Calibration, Stochastic Calculus, Yield Curve, Interest Rate Derivative

Reviews

4.5 (128 ratings)
  • 5 stars
    75%
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    14%
  • 3 stars
    4%
  • 2 stars
    3%
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    4%
MB

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

MB

Dec 09, 2019

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

From the lesson
Stochastic Models

Taught By

  • Damir Filipović

    Damir Filipović

    EPFL

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