About this Course

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Shareable Certificate
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Intermediate Level

Students should have intermediate to advanced undergraduate courses in: (i) probability and statistics, (ii) linear algebra, and (iii) calculus.

Approx. 14 hours to complete
English

Skills you will gain

  • model calibration
  • modeling and pricing Credit Default Swaps
Flexible deadlines
Reset deadlines in accordance to your schedule.
Shareable Certificate
Earn a Certificate upon completion
100% online
Start instantly and learn at your own schedule.
Intermediate Level

Students should have intermediate to advanced undergraduate courses in: (i) probability and statistics, (ii) linear algebra, and (iii) calculus.

Approx. 14 hours to complete
English

Offered by

Placeholder

Columbia University

Syllabus - What you will learn from this course

Week
1
Week 1
1 hour to complete

Course Overview

1 hour to complete
1 video (Total 9 min), 3 readings
Week
2
Week 2
4 hours to complete

Term Structure Models I

4 hours to complete
12 videos (Total 95 min), 1 reading, 4 quizzes
Week
3
Week 3
2 hours to complete

Term Structure Models II (and Introduction to Credit Derivatives)

2 hours to complete
8 videos (Total 70 min), 2 readings, 3 quizzes
Week
4
Week 4
2 hours to complete

Introduction to Credit Derivatives

2 hours to complete
5 videos (Total 51 min)

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About the Financial Engineering and Risk Management Specialization

Financial Engineering and Risk Management

Frequently Asked Questions

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