LIBOR

Apr 21st 2025

Course Auditing

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Effort

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This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will introduce different types of options in the market, followed by an in-depth discussion into numerical techniques helpful in pricing them, e.g. Fourier Transform (FT) and Fast Fourier Transform (FFT) [...]

Financial Engineering and Risk Management Specialization

Computational Methods

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Apr 21st 2025

Course Auditing

66.00 EUR/month

Mar 10th 2025

Course Auditing

Coursera

École Polytechnique Fédérale de Lausanne

Categories

Effort

Languages

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 [...]