課程信息
15,884 次近期查看

100% 在線

立即開始,按照自己的計劃學習。

可靈活調整截止日期

根據您的日程表重置截止日期。

完成時間大約為25 小時

建議:13 hours videos and quizzes...

英語(English)

字幕:英語(English)

您將獲得的技能

Real Options ValuationDerivative (Finance)Risk ManagementReal Options

100% 在線

立即開始,按照自己的計劃學習。

可靈活調整截止日期

根據您的日程表重置截止日期。

完成時間大約為25 小時

建議:13 hours videos and quizzes...

英語(English)

字幕:英語(English)

教學大綱 - 您將從這門課程中學到什麼

1
完成時間為 2 小時

Mean-Variance Analysis and CAPM

Problem formulation and solution; the efficient frontier; including the risk-free asset; the Capital Asset Pricing Model (CAPM);implications of CAPM: α, β, security and capital market lines...
6 個視頻 (總計 97 分鐘), 2 個閱讀材料, 1 個測驗
6 個視頻
Introduction to Mean Variance in Excel9分鐘
Efficient Frontier19分鐘
Mean Variance with a Risk-free Asset14分鐘
Risk-free Frontier in Excel13分鐘
Capital Asset Pricing Model20分鐘
2 個閱讀材料
Lesson Supplements10分鐘
Quiz Instructions10分鐘
1 個練習
Mean-Variance Analysis and CAPM Problem Set14分鐘
2
完成時間為 2 小時

Practical Issues in Implementing Mean Variance

Problems with mean-variance analysis; ETFs and leveraged ETFs; VaR and CVaR for asset allocation; survivorship bias, performance evaluation and other statistical pitfalls....
6 個視頻 (總計 103 分鐘), 2 個閱讀材料, 1 個測驗
6 個視頻
Negative Exposures and Leveraged ETFs14分鐘
Beyond Variance13分鐘
Statistical Biases in Performance Evaluation17分鐘
How Should Average Returns be Computed?14分鐘
Survivorship Bias and Data Snooping23分鐘
2 個閱讀材料
Lesson Supplements10分鐘
Quiz Instructions10分鐘
1 個練習
Practical Issues in Implementing Mean Variance Problem Set14分鐘
3
完成時間為 2 小時

Equity Derivatives in Practice: Part I

Problems with mean-variance analysis; ETFs and leveraged ETFs; VaR and CVaR for asset allocation; survivorship bias, performance evaluation and other statistical pitfalls....
7 個視頻 (總計 112 分鐘), 2 個閱讀材料, 1 個測驗
7 個視頻
The Black-Scholes Model8分鐘
The Greeks: Delta and Gamma19分鐘
The Greeks: Vega and Theta18分鐘
Risk-Management of Derivatives Portfolios16分鐘
Delta-Hedging14分鐘
The Volatility Surface23分鐘
2 個閱讀材料
Lesson Supplements10分鐘
Quiz Instructions10分鐘
1 個練習
Equity Derivatives in Practice: Part I16分鐘
4
完成時間為 2 小時

Equity Derivatives in Practice: Part II

More about Black-Scholes, the Greeks and delta-hedging; the volatility surface; pricing derivatives using the volatility surface; model calibration....
5 個視頻 (總計 82 分鐘), 1 個閱讀材料
5 個視頻
Why is There a Skew?14分鐘
What the Volatility Surface Tells Us17分鐘
Pricing Derivatives Using the Volatility Surface21分鐘
Beyond the Volatility Surface and Black-Scholes19分鐘
1 個閱讀材料
Lesson Supplements10分鐘
5
完成時間為 3 小時

Credit Derivatives and Structured Products

Mechanics and pricing of CDOs; exotic structured credit securities including CDO-squared’s and CDO-cubed’s. Risk management of these products and their role in the financial crisis....
9 個視頻 (總計 122 分鐘), 2 個閱讀材料, 1 個測驗
9 個視頻
The Gaussian Copula Model18分鐘
A Simple Example: Part I13分鐘
A Simple Example: Part II15分鐘
The Mechanics of a “Synthetic” CDO Tranche10分鐘
Computing the Fair Value of a CDO Tranche14分鐘
Cash and Synthetic CDOs10分鐘
Pricing and Risk Management of CDO Portfolios17分鐘
CDO-Squared's and Beyond13分鐘
2 個閱讀材料
Lesson Supplements10分鐘
Quiz Instructions10分鐘
1 個練習
Credit Derivatives and Structured Products12分鐘
6
完成時間為 2 小時

Other Applications of Financial Engineering

Real options; energy and commodities modeling; algorithmic trading....
8 個視頻 (總計 90 分鐘), 2 個閱讀材料, 1 個測驗
8 個視頻
Optimal Execution10分鐘
Portfolio Execution13分鐘
Optimal Execution in Excel 17分鐘
Optimal Execution in Excel 25分鐘
Real Options12分鐘
Valuation of Natural Gas and Electricity Related Options14分鐘
Real Options in Excel11分鐘
2 個閱讀材料
Lesson Supplements10分鐘
Quiz Instructions10分鐘
1 個練習
Other Applications of Financial Engineering8分鐘
7
完成時間為 3 小時

Background Material

...
11 個視頻 (總計 154 分鐘), 1 個閱讀材料
11 個視頻
Review of Conditional Expectations and Variances8分鐘
Review of Multivariate Distributions11分鐘
The Multivariate Normal Distribution6分鐘
Introduction to Martingales14分鐘
Introduction to Brownian Motion9分鐘
Geometric Brownian Motion9分鐘
Review of Vectors17分鐘
Review of Matrices23分鐘
Review of Linear Optimization19分鐘
Review of Nonlinear Optimization 15分鐘
1 個閱讀材料
Lesson Supplements10分鐘
4.7
71 個審閱Chevron Right

17%

完成這些課程後已開始新的職業生涯

40%

通過此課程獲得實實在在的工作福利

12%

加薪或升職

熱門審閱

創建者 MUAug 23rd 2018

One of the best courses available on Coursera! If you're interested in Quantitative Finance or trying to get a good idea of what financial engineering entails, please take this course.

創建者 DLNov 20th 2015

This course is challenging and the skills learnt are valuable. The materials are well-made and formulas well-defined. I hope they provide more practice quizzes.

講師

Avatar

Martin Haugh

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

Garud Iyengar

Professor
Industrial Engineering and Operations Research Department

關於 哥伦比亚大学

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

  • 注册以便获得证书后,您将有权访问所有视频、测验和编程作业(如果适用)。只有在您的班次开课之后,才可以提交和审阅同学互评作业。如果您选择在不购买的情况下浏览课程,可能无法访问某些作业。

  • 您购买证书后,将有权访问所有课程材料,包括评分作业。完成课程后,您的电子课程证书将添加到您的成就页中,您可以通过该页打印您的课程证书或将其添加到您的领英档案中。如果您只想阅读和查看课程内容,可以免费旁听课程。

還有其他問題嗎?請訪問 學生幫助中心