Lecture

Interest Rate Models: Introduction

Description

This lecture introduces the concept of interest rates, their importance in financial products, and the need for stochastic models to manage risk and price interest rate products. It covers basic contracts, term structures, interest rate swaps, market data estimation, stochastic calculus, short-rate models, and pricing of interest rate derivatives.

In MOOC

Instructor

irure fugiat sunt nulla

Id ipsum enim do ad sint eiusmod eiusmod. Tempor veniam incididunt adipisicing sint. Irure pariatur pariatur laboris anim incididunt elit commodo sint adipisicing. Sint ad cupidatat deserunt officia tempor reprehenderit anim aliqua qui eu. Deserunt culpa pariatur anim ad quis tempor ullamco ea labore excepteur incididunt deserunt in anim. Eiusmod incididunt Lorem adipisicing cupidatat dolore ad.

Official source

https://mediaspace.epfl.ch/media/0_fs3oj8sl

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Ontological neighbourhood

Business

Finance: Financial risk management

Related lectures (35)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.