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

4.6

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Оценки: 2,077

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Рецензии: 400

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....

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

Jul 18, 2020

A very well designed course! I knew some topics prior to the course and it helped me to strengthen my knowledge on derivative market systematically, particularly on interest rate derivatives

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автор: Hermon A

•Aug 16, 2019

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

•May 21, 2017

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

•Feb 24, 2017

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

•Sep 16, 2017

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

•Dec 08, 2015

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

•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: parth v

•Nov 13, 2017

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

•Apr 25, 2016

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

•May 10, 2019

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

•Aug 26, 2018

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

•Jun 01, 2020

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

•Jul 10, 2020

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!

автор: Monica V

•Dec 27, 2017

I really enjoyed this course. Even if I wasn't new to these financial concepts, the different approach used by the professors gave me new skills. I recommend these lectures to everyone who wants to have a basic introduction to simple pricing financial models.

автор: David C

•Aug 16, 2016

It is a brilliant course covering all the key concepts in the financial engineering and model calibrations! The assignments are challenging but really help me reinforce my understanding of concepts and practice basic excel modeling skills. Highly recommended

автор: Jonty

•Oct 14, 2017

It's really hard me for me as an engineering student without any knowledge of MF, but I believe in myself and finish it .And now, I make it. I'm proud of myself .And thanks for the help our mentors supply. I'm going to try thr second part of it.Fighting!

автор: Sydney G

•Feb 08, 2017

Fantastic class. I hope in the future someone teach how to code in python for the assignment. Thank you so much. Also i suggest someone mention what's next after this series. I want to be a quant. I believe this is the first step. Want to know more.

автор: YuZhang

•Sep 03, 2016

I took this course to prepare for the interview for the MFE program in Columbia, and I am so excited to see these two professors in person in this fall. Cool course, quite intro level, but practical to take for the preparation for interviews.

автор: Divya B

•Sep 08, 2019

Pretty great course. The material introduces a lot of old topics that one might have come across in upper level statistics. In addition to the latter it gives you a good platform to decide whether financial engineering is your forte or not.

автор: Pushkin J

•Dec 13, 2019

I really enjoyed the quizzes they were designed in a way that the students can learn the practical implementations of the concept they learn.This course is the very fundamental that is required if you want a future in quantitative finance.

автор: June N

•Feb 21, 2018

This course is quite thorough and I commend the lecturers for passing on so much knowledge in such little time. The mentorship received is also brilliant, especially in those challenging quiz weeks. Would definitely recommend this course!

автор: Sara

•Mar 10, 2020

It has been very interesting and helpful for improving my knowledge in some specific topics of financial engineering field. I strongly recommend it to who is really interested in learning or improving his skills in risk management!

автор: Abhay K

•Jul 16, 2020

An excellent course on Financial Engineering. Starting from the basics this course provides an overall idea. The assignments are also based a lot upon whats been taught. More emphasis is given upon the applications of the course.

автор: Mohamed M

•Mar 08, 2016

nice challenging course with very good lecture videos and supporting material. the questions tested the material very well and were just challenging enough for my taste. Also the teachers were explaining the material very well.

автор: Francisco J M C G

•Apr 10, 2018

Great course for every level. Very interesting mix of theory, practise and real world examples. The metors are very helpful, especially Scott. Thanks to them, you will have no problem understanding every topic and question.

автор: Ioana C

•Feb 26, 2017

Interesting, useful, with very nice examples and helping tools. For me, Prof. Martin Haugh's style was more appealing, but I congratulate both Mr. Haugh and Mr. Iyengar for a difficult and beautiful course :). Thanks vm!

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