Chevron Left
Вернуться к Разработка новых финансовых инструментов и управление рисками, часть I

Разработка новых финансовых инструментов и управление рисками, часть I, Колумбийский университет

4.6
Оценки: 1,484
Рецензии: 269

Об этом курсе

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....

Лучшие рецензии

автор: 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

автор: 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.

Фильтр по:

Рецензии: 263

автор: Haris M Siddiqui

Feb 16, 2019

No help was granted during the practice of the course. I din't find the course helpful for future growth in a company as company doesn't consider it to be as professional.

автор: Wu Zhang

Feb 15, 2019

super helpful

автор: Markos Lolos

Jan 30, 2019

Amazing course. Will register for the second part too

автор: Anne

Jan 04, 2019

extremely helpful and insightful! nice and compact, too! Also very helpful that there are many examples from fixed income / credit markets, as many options courses focus heavily on equity options only.

автор: Haotian Zhang

Jan 01, 2019

Challenging and rewarding. It contains the content of derivatives and it's very basic and relatively easy to understand with some math and finance background. After this course, I'm pretty looking forwards to being a member in Columbia University Financial Engineering.

автор: Chi Zhang

Dec 30, 2018

Wonderful topics! Just suffered from EXCEL these days? It is better to provide some python or R codes.

Dars

автор: Carlos David Martínez Rodríguez

Dec 06, 2018

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

автор: 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

автор: 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.

автор: 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.