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

Отзывы учащихся о курсе Разработка новых финансовых инструментов и управление рисками, часть I от партнера Колумбийский университет

4.6
звезд
Оценки: 2,276
Рецензии: 449

О 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

DP
8 мар. 2020 г.

I have an engineering / numerics background and enjoyed this course very much. Good overview and comprehensive explanation of mathematical models of fixed income and equities as well as derivatives.

MM
11 июля 2017 г.

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

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76–100 из 443 отзывов о курсе Разработка новых финансовых инструментов и управление рисками, часть I

автор: Charles D S

31 дек. 2015 г.

The material covered in the course is highly relevant to the current job market. Professors Haugh & Iyengar were great at explaining the material and the quizzes were reasonably difficult. The learning spreadsheets were very good as well. Overall, it was a great learning experience and I will enthusiastically recommend it to my colleagues.

автор: Athanasios T

15 янв. 2016 г.

Excellent approach, robust presentation, demanding but rewarding quizzes, overall a valuable course.

A slight drawback is of technical nature and is responsibility of the host platform: a couple of module videos contain wrong subtitles. Nevertheless, both teacher speak clear English, and it wouldn't be hard for most participants to follow.

автор: Manuel A V S

16 июля 2017 г.

This course introduces financial engineering and risk management very adequately. Even though the level is not that advanced, it teaches the mechanics of derivatives, fixed income securities and more complicated securities like MBS. The quizzes are achievable, but don't let the time run up until the deadline since they require attention.

автор: Lahiru C E

13 нояб. 2018 г.

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: Amos F

3 нояб. 2015 г.

Sufficient rigor for a course that is notoriously quantitative and challenging! Working with Excel models is the best way to get your feet wet with abstract price evolution theory which will ultimately be implemented in algorithms of C++ and Python! Kudos to team who is the best in the field educating this subject to the masses!

автор: Francesco M

19 нояб. 2020 г.

Martin Haugh and Garud Iyengar are knowledgeable and passionate about financial engineering. The result is a great course, useful and enjoyable. I learnt a lot, and I am going to use plenty of the tools in my job. Many thanks Martin and Garud – really a great job! (Week 4 and 5 are really really tough!)

Francesco Mandalà

автор: MANISH K S

7 июля 2020 г.

Excellent course material to get to understand & apply the quantitative techniques. Fixed income and exotic options (swaptions) were very well explained. A highly recommended course for anyone who wants to build career in financial engineering /quantitative techniques and for practicing risk managers.

many thanks,

manish

автор: MANOJ K M

7 авг. 2020 г.

It is incredible to see that the quality education from a university as reputed as Columbia is made available to everyone. The Professor's explanation of relatively complex concepts with ease makes the hours spent worthwhile. The course offers the right mix of theoretical concepts and practical implementation.

автор: Sandeep J

2 янв. 2017 г.

Truly excellent course! I really enjoyed learning through the guidance of Prof. Haugh and Prof. Iyengar. I loved the end of week quizes. For more details, please see my review of the Part II. I completed Part I in Oct 2016, and Part II in early Jan 2017. Very good beginning to the New Year! Time well-invested.

автор: Reuben K

8 окт. 2016 г.

Was very educational, learn't a lot and the great thing was having to implement the theory learn't in the notes and lectures during the assignments. The "curve" ball questions were great too as it forced you to apply understanding thus teaching you to apply your knowledge based on the core principles learn't.

автор: Anupam K

6 мар. 2020 г.

The teachers, Martin and Garud, were amazing. Clear speaking, both explained the concepts in detail without getting lost in theory. And the best part was the spreadsheets which helped to get a hands-on and a "real world" flavor of pricing and calibrating fixed income financial instruments. Loved the course!

автор: Sourav G

10 мар. 2019 г.

An Excellent course which really tested my understanding of the subject matter through challenging questions and rigorous assignments. The course matter is also very relevant and engaging. Through this course I have improved my understanding of the pricing mechanism of securities and derivatives. Thank You.

автор: Vikram J

17 мар. 2016 г.

The course goes into a reasonable depth of the area. I particularly like the excel models for pricing of various financial instruments. My only suggestion is to provide more supplementary material like open source books, research papers etc on the topic so that one can expand their knowledge even further.

автор: Hermon A

16 авг. 2019 г.

Good explanations, good reviews of theory and good practical reviews with excel. The forums are also very useful and complement the content saw in videos for more complex questions not explained in videos.

I am now more exciting to learn about financial engineering after this course, Part II here we go!!

автор: Evan K

21 мая 2017 г.

A well put together course that is good for both those currently in finance looking to expand their quantitative skillset as well as anyone looking to just learn more about financial modeling. The lectures and notes are informative and engaging, and the quizzes are challenging but doable.

автор: Yang L

23 февр. 2017 г.

It is a great entry-level course for engineering students like me who want to learn some basic finance. The assignment after each module did take me some time but it is quite worth it. And the last module of background materials that cover a lot of finance mathematics is very helpful too.

автор: Oleksii

15 сент. 2017 г.

This is the first course I discovered in coursera back in 2012 i guess, which turned my world upside down. It's still listed as top finance courses for advanced user. You should definitely go for it, if you want to acquire the natural perception of how finance & investments work.

автор: Priyank S

8 дек. 2015 г.

Both the tutors are very nice and I like the way of explaining simple concepts and building upon them for higher level concepts.

The course content is really nice. I wonder if part of Stochastic calculus and ito's lemma could also be added.

Thanks for sharing such vast knowledge.

автор: Haotian Z

1 янв. 2019 г.

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: parth v

12 нояб. 2017 г.

I found this course quite challenging. I did not really get well versed with the statistsical formulas since most of the derivations were too difficult for a non quant person like me but i could understand what the derivation meant and the logic and concepts behind it.

автор: Andrew M

25 апр. 2016 г.

Excellent course for students with some finance background. Content is nicely paced and well illustrated through models and examples. The quizzes range from straight forward application to challenging (given there is no feedback on where you got a question incorrect).

автор: Jesus O

10 мая 2019 г.

Pretty hard course, but extremely rewarding. I received a foundational knowledge about derivatives pricing. Even though I dont plan to apply this knowledge right now, I'm sure that it will be useful in a near future, as I plan to pursue a career in the finance sector.

автор: Siddharth A

26 авг. 2018 г.

This was an amazing journey into first attempt at understanding pricing. very well explained by the professors and excellent review questions / exercises.

Am looking forward to do the part 2 right away

Thank you professors for giving us an opportunity to learn from you

автор: Emanuel M

1 июня 2020 г.

Amazing course! One of the best I have taken on Coursera.

The weekly quizzes actually require a lot of time to solve and the course really makes you delve in dip into the material, otherwise you won't get much if you don't put in the time.

Definitely recommend it.

автор: Petro C

10 июля 2020 г.

This course encapsulated a good balance of mathematics, theory and application. Additionally, both professors did an excellent job in interpreting difficult mathematical concepts into a clear and concise manner. Overall it was an excellent learning experience!