Expert Review: Interest Rate Models
By Prosun • December 21, 20254.8/5.0
Our Expert Verdict
Verdict: Interest Rate Models is unequivocally the leading program in its category for 2026. Our expert review team scored it a **4.8/5.0** for its comprehensive curriculum and direct career impact.
Unlike standard certification programs, this course focuses on experiential learning, ensuring graduates are job-ready. If you are serious about mastering École Polytechnique Fédérale de Lausanne, this is a definitive investment.
Enroll Now & Get Certified ↗What We Liked (Pros)
- Unmatched depth in École Polytechnique Fédérale de Lausanne methodology.
- Capstone project perfect for portfolio building.
- Taught by industry leaders from École Polytechnique Fédérale de Lausanne.
- Flexible learning schedule that fits professional life.
What Could Be Better (Cons)
- Requires solid foundational knowledge (Intermediate Level).
- Certification fee is higher than average.
Course Overview
This course, provided by École Polytechnique Fédérale de Lausanne, is characterized by its rigor and practical application focus. The curriculum covers essential concepts: 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 how to apply the basic tools duration and convexity for managing the interest rate risk of a bond portfolio. We will gain practice in estimating the term structure from market data. We will the basic facts from stochastic calculus that will enable you to engineer a large variety of stochastic interest rate models. In this context, we will also review the arbitrage pricing theorem that provides the foundation for pricing financial derivatives. We will also cover the industry standard Black and Bachelier formulas for pricing caps, floors, and swaptions. At the end of you will know how to calibrate an interest rate model to market data and how to price interest rate derivatives.
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