Concept
Short-rate model
Related courses (5)
FIN-416: Interest rate and credit risk models
This course gives an introduction to the modeling of interest rates and credit risk. Such models are used for the valuation of interest rate securities with and without credit risk, the management and
MATH-470: Martingales in financial mathematics
The aim of the course is to apply the theory of martingales in the context of mathematical finance. The course provides a detailed study of the mathematical ideas that are used in modern financial mat
FIN-404: Derivatives
This course provides a detailed presentation of the standard models for the valuation and hedging of derivatives products such as European options, American options, forward contracts, futures contrac
FIN-472: Computational finance
Participants of this course will master computational techniques frequently used in mathematical finance applications. Emphasis will be put on the implementation and practical aspects.
FIN-418: Machine learning for finance
This course is introduces machine learning techniques for financial applications in algorithmic trading, derivatives pricing, model calibration, hedging, and risk management. The course format is hand