課程信息
4.6
1,388 ratings
253 reviews
Financial Engineering is a multidisciplinary field drawing from finance and economics, mathematics, statistics, engineering and computational methods. The emphasis of FE & RM Part I will be on the use of simple stochastic models to price derivative securities in various asset classes including equities, fixed income, credit and mortgage-backed securities. We will also consider the role that some of these asset classes played during the financial crisis. A notable feature of this course will be an interview module with Emanuel Derman, the renowned ``quant'' and best-selling author of "My Life as a Quant". We hope that students who complete the course will begin to understand the "rocket science" behind financial engineering but perhaps more importantly, we hope they will also understand the limitations of this theory in practice and why financial models should always be treated with a healthy degree of skepticism. The follow-on course FE & RM Part II will continue to develop derivatives pricing models but it will also focus on asset allocation and portfolio optimization as well as other applications of financial engineering such as real options, commodity and energy derivatives and algorithmic trading....
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100% 在線課程

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建議:12 hours videos and quizzes

完成時間大約為30 小時
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您將獲得的技能

PricingFinancial ModelingFinancial RiskFinancial Engineering
Globe

100% 在線課程

立即開始,按照自己的計劃學習。
Calendar

可靈活調整截止日期

根據您的日程表重置截止日期。
Clock

建議:12 hours videos and quizzes

完成時間大約為30 小時
Comment Dots

English

字幕:English

教學大綱 - 您將從這門課程中學到什麼

1

章節
Clock
完成時間為 29 分鐘

Course Overview

An introduction to the course....
Reading
1 個視頻(共 9 分鐘), 2 個閱讀材料
Video1 個視頻
Reading2 個閱讀材料
Course Overview10分鐘
About Us10分鐘

2

章節
Clock
完成時間為 2 小時

Introduction to Basic Fixed Income Securities

Review of interest and basic fixed income securities; introduction to arbitrage pricing. ...
Reading
4 個視頻(共 70 分鐘), 2 個閱讀材料, 1 個測驗
Video4 個視頻
Interest Rates and Fixed Income Instruments21分鐘
Floating Rate Bonds and Term Structure of Interest Rates21分鐘
Forward Contracts13分鐘
Reading2 個閱讀材料
Lesson Supplements10分鐘
Lesson Supplements10分鐘
Quiz1 個練習
Introduction to Basic Fixed Income Securities14分鐘

3

章節
Clock
完成時間為 2 小時

Introduction to Derivative Securities

The mechanics of forwards, futures, swaps and options. Option pricing in the 1-period binomial model....
Reading
7 個視頻(共 99 分鐘), 2 個閱讀材料, 1 個測驗
Video7 個視頻
Swaps10分鐘
Futures 17分鐘
Futures Excel7分鐘
Options17分鐘
Options Pricing13分鐘
The 1-Period Binomial Model12分鐘
Option Pricing in the 1-Period Binomial Model20分鐘
Reading2 個閱讀材料
Lesson Supplements10分鐘
Lesson Supplements10分鐘
Quiz1 個練習
Introduction to Derivative Securities12分鐘

4

章節
Clock
完成時間為 2 小時

Option Pricing in the Multi-Period Binomial Model

Derivatives pricing in the binomial model including European and American options; handling dividends; pricing forwards and futures; convergence of the binomial model to Black-Scholes....
Reading
8 個視頻(共 95 分鐘), 2 個閱讀材料, 1 個測驗
Video8 個視頻
What’s Going On?12分鐘
Pricing American Options11分鐘
Replicating Strategies16分鐘
Including Dividends8分鐘
Pricing Forwards and Futures in the Binomial Model11分鐘
The Black-Scholes Model11分鐘
An Example: Pricing a European Put on a Futures Contract6分鐘
Reading2 個閱讀材料
Lesson Supplements10分鐘
Quiz Instructions10分鐘
Quiz1 個練習
Option Pricing in the Multi-Period Binomial Model16分鐘
4.6
Direction Signs

33%

完成這些課程後已開始新的職業生涯
Briefcase

83%

通過此課程獲得實實在在的工作福利

熱門審閱

創建者 MMJul 12th 2017

I appreciate how this course not only discusses the concepts in technical detail, but actually delves into the mathematics of the subject matter, and teaches how to actually do the actual work inv

創建者 NTJan 20th 2017

This course is amazing. The structure is very clear and coherent. It is very mathematically focused and the models are interesting. I would always recommend this course to my colleagues.

講師

Martin Haugh

Co-Director, Center for Financial Engineering
Industrial Engineering & Operations Research

Garud Iyengar

Professor
Industrial Engineering and Operations Research Department

關於 Columbia University

For more than 250 years, Columbia has been a leader in higher education in the nation and around the world. At the core of our wide range of academic inquiry is the commitment to attract and engage the best minds in pursuit of greater human understanding, pioneering new discoveries and service to society....

常見問題

  • Once you enroll for a Certificate, you’ll have access to all videos, quizzes, and programming assignments (if applicable). Peer review assignments can only be submitted and reviewed once your session has begun. If you choose to explore the course without purchasing, you may not be able to access certain assignments.

  • When you purchase a Certificate you get access to all course materials, including graded assignments. Upon completing the course, your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile. If you only want to read and view the course content, you can audit the course for free.

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