The virtual course "Interest Rate Models - Virtual Course - Coursera" is a course with different contents and offers video classes of Approx. 30 hours to complete. Explore its essential features, and click the orange button for detailed information on the Coursera e-Learning platform.
This course gives you an easy introduction to interest rates and related contracts. These include LIBOR, bonds, forward rate agreements, swaps, interest rate futures, caps, floors, and swaptions. We will learn to apply the basic tools of duration and convexity to manage the interest rate risk of a fixed income portfolio. We will gain practice in estimating the term structure from market data. We will learn the basic facts of stochastic calculus that will enable you to design a wide variety of stochastic interest rate models. In this context, we will also review the arbitrage pricing theorem that provides the basis for pricing financial derivatives. We will also cover the industry standard Black and Bachelier formulas for maximum, minimum and swaption prices.
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