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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
Оценки: 1,688
Рецензии: 301

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

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

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:

226–250 из 295 отзывов о курсе Разработка новых финансовых инструментов и управление рисками, часть I

автор: Yufei S

Jun 10, 2016

Nice course, covers a wide aspect of materials. However, much of theories are not that easy to understand, so it would be better if the instructors could add a little bit more real-world examples/applications of these theories.

автор: Wei D

Jun 21, 2016

It has better content provided than ours.

автор: Jürg D

Dec 10, 2015

Very well presented, structured and selected material, easy to follow, relevant and interesting. Quizz problems are well thought through and have a reasonable degree of difficulty and length.

автор: Aaron C

Dec 30, 2015

Inconsitencies in instructions and information for some assignments otherwise very good

автор: Zhenghao L

May 11, 2017

Some of the models are not what's really used on the street. e.g. Street uses SABR and Black-73 to price swaptions. The quiz instruction is also a bit amibious for some questions.

автор: ASHWIN

Apr 17, 2017

Finding it interesting

автор: 李文倩

Mar 28, 2016

It is not an intro class. This course is challenging particularly when you are not an English Native. In this course the most frequently used model is binomial model that can be fairly dealt with in the Excel sheet.

автор: Huynh C D

Aug 09, 2015

This course provide with a lot of useful knowledge about financial market and different types of securities as well.

автор: Oliver O

Jun 18, 2017

Very Good and instructive. The Excel sheets are good to have as tools.

автор: sebastian w

Feb 27, 2016

Challenging course but I've really got a good sense of the mechanics of main financial instruments such as bonds, options, futures, swaptions, etc. Being able to do all the exercises in Excel is pretty convenient. Exercises are difficult because there is no feedback - it's either right or wrong.

автор: Michael A R

Mar 31, 2017

Good introduction to term structure modeling, arbitrage and other similar topics, quizes were challenging and required independent thought. Good course overall, the lack of guidance on incorrect quiz questions except for through the forum is the only reason for a loss of star.

автор: Steven R

Aug 19, 2015

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автор: Ni Z (

Apr 03, 2018

A very quantitative course for people who want to learn how to calculate the risk for particular products. Course does not include coding but uses spreadsheet instead.

автор: Antonio A

Dec 03, 2015

have not finished it yet , but a very good course so far, a lot theory mixed with exercises.

автор: Kieran M

Jan 19, 2017

Great course. Level of support from the mentors was non existent though.

автор: Garen V

Jan 31, 2017

Eye-opening and powerful crash course introducing to the life of a quant. Problem is in the discussion forums, where there is very little interaction with mentors and week-long (or more delays) in getting feedback.

автор: Aditya S

May 14, 2018

It was a great course, a bit advanced though.

автор: Felix J

Feb 01, 2017

very good course. the exercises are very useful to review the material but it seems that rounding errors can make the difference between right and wrong.

автор: Marco D L

Jun 11, 2017

Great course. However to get the highest score in the assignments you are sometimes required to understand concepts not explained in the videos or slides.

автор: Hilmi E

Jun 03, 2017

Excellent overview .. Good assignments that enhance the lectures..

автор: Vivek S

Apr 24, 2017

Excellent course content supported with relevant excel sheets. Requires rigorous practi

автор: Richard D

Sep 21, 2016

Pretty cool course. I hope they come out with two course sequences, one based more on theory that doesn't back away from stochastic calc so much, and another on practical methods using something other than excel.

автор: Andrew S

Jul 05, 2018

That particular course helps me to better comprehend the mechanisms of how financial instruments work. I am really grateful to professors who lecture a material and my special thanks to mentors and tutors for their assistance on the forum - without you I will not be able to complete that course.

автор: Shyam S

Sep 10, 2017

It's a very interesting and an excellent course for the people who are interested in finance and management. The forum is highly active and the course mentors have really been helpful. It can be cracked and solved easily if one has adept knowledge of Numerical methods (Interpolation and extrapolation), Microsoft Excel which covers almost 75% of the work apart from the formulas.

автор: Jung H S

Jun 04, 2017

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