Interest Rate Models

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Course Details

Cost

FREE,
Add a Verified Certificate for $49

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Course Provider

Coursera online courses
Coursera's online classes are designed to help students achieve mastery over course material. Some of the best professors in the world - like neurobiology professor and author Peggy Mason from the University of Chicago, and computer science professor and Folding@Home director Vijay Pande - will supplement your knowledge through video lectures. They will also provide challenging assessments, interactive exercises during each lesson, and the opportunity to use a mobile app to keep up with yo...
Coursera's online classes are designed to help students achieve mastery over course material. Some of the best professors in the world - like neurobiology professor and author Peggy Mason from the University of Chicago, and computer science professor and Folding@Home director Vijay Pande - will supplement your knowledge through video lectures. They will also provide challenging assessments, interactive exercises during each lesson, and the opportunity to use a mobile app to keep up with your coursework. Coursera also partners with the US State Department to create “learning hubs” around the world. Students can get internet access, take courses, and participate in weekly in-person study groups to make learning even more collaborative. Begin your journey into the mysteries of the human brain by taking courses in neuroscience. Learn how to navigate the data infrastructures that multinational corporations use when you discover the world of data analysis. Follow one of Coursera’s “Skill Tracks”. Or try any one of its more than 560 available courses to help you achieve your academic and professional goals.

Provider Subject Specialization
Humanities
Sciences & Technology
4699 reviews

Course Description

This course gives you an easy introduction to interest rates and related contracts. These include the LIBOR, bonds, forward rate agreements, 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 standard Black and Bachelier formulas for pricing caps, floors, and swaptions. At the end of this course you will know how to calibrate an interest rate model to market data and how to price interest rate derivatives.
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Reviews 4/10 stars
1 Review for Interest Rate Models

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Ricardo A. VanEgas profile image
Ricardo A. VanEgas profile image

Ricardo A. VanEgas

2/10 starsDropped
1 year, 5 months ago
Well, where to start with?? The class contents and lecture slides will not help you to answer the practice quizzes. The practice quizzes do not have a guide telling you what should you do? From the above, the actual graded quiz is a non sense . None of the material covered by you , it is useful to work the questions.....No numerical examples to apply to the real quiz one of the videos or lecture slides has the word "SAWTOOTHS" an unforgiveable grammar error coming from 2 goofballs with PhD degrees....They are not familiar with sawteeth they did not even bother to follow IMF methodology (teaching methodology) The math is tedious, ambiguous and going to nowhere ....Have these dullards ever studied data driven models, kludges or macgyverisms? Last but not least, though the course is entitled interest rate models .....Only 3 or 4 models are studied with no affidavit or legal evidence to support their popularity....Mos... Well, where to start with?? The class contents and lecture slides will not help you to answer the practice quizzes. The practice quizzes do not have a guide telling you what should you do? From the above, the actual graded quiz is a non sense . None of the material covered by you , it is useful to work the questions.....No numerical examples to apply to the real quiz one of the videos or lecture slides has the word "SAWTOOTHS" an unforgiveable grammar error coming from 2 goofballs with PhD degrees....They are not familiar with sawteeth they did not even bother to follow IMF methodology (teaching methodology) The math is tedious, ambiguous and going to nowhere ....Have these dullards ever studied data driven models, kludges or macgyverisms? Last but not least, though the course is entitled interest rate models .....Only 3 or 4 models are studied with no affidavit or legal evidence to support their popularity....Most of the time is devoted to bonds/gilts and derivatives but badly explained .... Postscriptum : No wonder why ? no guild, no authority no corporation and no exchange is /are backing this joke of a course....Do not waste your time and money, please...
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