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Financial Engineering and Risk Management Part I, Columbia University

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263 個審閱

課程信息

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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創建者 MM

Jul 12, 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 NT

Jan 20, 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.

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257 個審閱

創建者 Carlos David Martínez Rodríguez

Dec 06, 2018

Great way to understand financial instruments valuation and risk management related with it.

創建者 Michael Youssef Napelyon Eskander

Dec 04, 2018

I enrolled it by wrong it is very faraway from my career and my education i want to un-enrolled it

創建者 Lahiru Chathuranga Ekanayake

Nov 14, 2018

I love the course. The course is rich with good content. I have a financial background but i am new to the financial engineering, so I had hard time to follow some financial models. I feel like it would be much enjoyable and easy to follow theories if the financial models can explain with examples. Other than that the course is great.

創建者 Abraham Rincon

Nov 09, 2018

I found it to be a very interesting course and the teachers were very clear in their concepts, as well as an excellent didactic material to better understand the topics covered. I thank Coursera for the teachers and the monitors who were always very attentive to answer the questions and help solve the problems that arose in the preparation of the tasks.

The classmates were very supportive and gave light when one had problems to solve the tasks.

Thanks a lot to everyone.

創建者 يونس علي عبدالله عبدالرحيم

Nov 06, 2018

Very very cool

創建者 Arefo Estrada

Nov 01, 2018

It's very insightful and eye-opening for me, since this course topic is not quite popular in my country

創建者 Andrea Rebolini

Oct 27, 2018

This course effectively provides an introductory overview of the basic concepts in financial engineering world (arbitrage, discounting, fair pricing etc). I would have prefer more mathematical insight, but indeed the use of basic mathematical tools was pointed out as intentional in the course presentation. Exercises at the end of each module are really helpful to clarify the concepts exposed during the lessons. Considering the limited amount of hours devoted to such complex arguments, this course fulfills its promises.

創建者 Andrzej Lichaczewski

Oct 20, 2018

Good content, especially liked how professor Haugh explained things. Some assignments could have clearer instructions - but discussion forums are useful to troubleshoot the problems.

創建者 RAMESH RAMACHANDRAN

Oct 19, 2018

I have spent lot of time on this course, it is really excellent. Due to the concentrated information, it takes more time for me to learn the subject. Everything is explained very well with detailed notes on the topics. I hope I will finish this course one-day. Thanks

創建者 Elvis Espinal

Oct 06, 2018

Excellent course, challenging but very gratifying to complete