Learner Reviews & Feedback for Interest Rate Models by École Polytechnique Fédérale de Lausanne
About the Course
swaps, interest rate futures, caps, floors, and swaptions. We will learn how to apply the basic tools duration and convexity for managing the
interest rate risk of a bond portfolio. We will gain practice in estimating the term structure from market data. We will learn the basic facts from
stochastic calculus that will enable you to engineer a large variety of stochastic interest rate models. In this context, we will also review the
arbitrage pricing theorem that provides the foundation for pricing financial derivatives. We will also cover the industry standa...
Top reviews
PV
May 26, 2019
This course is very good in regaining your knowledge in Interest Rate model. However, the exchange is that you have to spend time with it. But believe me it is worth your time spending
SD
Aug 28, 2020
Probably the most rigorous course on Coursera. Requires solid effort worthy of a graduate course. Kudos to the professors, TAs for putting together the assignments.
51 - 68 of 68 Reviews for Interest Rate Models
By Nicholas F
•Sep 28, 2024
excellent and far more in depth than the 5 week duration would suggest.
By Bor R M
•Jan 25, 2021
The most difficult course in Coursera. Still, it is totally worth it.
By Marek F
•Dec 21, 2021
This course is a challenge. Very demanding. However you learn a lot.
By Edgar F P M
•Nov 23, 2020
Un contenido de alto nivel en el tema y bastante enriquecedor.
By Cheung W C
•Sep 19, 2019
I wish there is a course on credit risk in a similar fashion.
By David A
•Mar 10, 2017
Solid review of fundamental interest rate ide
By Inti M
•Jan 1, 2021
Challenging, but extremely worth the effort.
By Qingqi S
•Oct 15, 2018
It's good but the exercise is much hard
By Jianing Z
•Jan 16, 2022
It is a fantastic course. I love it.
By Kai L
•Jul 28, 2019
Excellent Classes. Quite Difficult.
By Haizhou C
•Feb 14, 2021
Difficult but worthwhile！
By Ben P
•Jan 13, 2022
Totally worth it!
By Shawn Y
•Apr 1, 2019
Great course!
By Saket B
•Jun 25, 2017
wonderful
By Adithya S S
•Apr 24, 2020
A very in-depth course that doesn't spoon-feed you anything. You'll have to work hard to pass all the graded assignments. I would give the course 5 stars if it provided with material that helps you reach the required levels with questions ranging from easy to hard rather than just dropping the best of questions at you.
By María S B
•Oct 11, 2019
This course was very interesting and a bit hard for me, specially those topics involving measure theory.
I'd like to thank to the course moderators and their helpfully advices.
By Jackie T
•Jan 24, 2018
Very engaging materials and it is a difficult course!! Background in linear algebra, stochastic calculus and computer programming is recommended.
By julien z
•Feb 15, 2022
Great course. Be ready to do some integrals and coding.