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

4.6

Оценки: 1,685

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Рецензии: 301

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

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.

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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: 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: SIDIBE A B

•Feb 27, 2018

This course help me to understand correctly the world of financial engineering. Thanks

автор: Hsuan-Chen P

•Oct 26, 2017

The entire course contents are really helpful and valuable. Professors explained the lecture clearly and the tutor was also really willing to help students with any questions. I'm going to continue taking the Financial Engineering and Risk Management Part 2.

автор: Wenying Y

•Jul 26, 2019

Course material is quite challenging, most of it is in an appropriate level for me. But the quiz questions are often too hard compared to to what were taught in the lectures, and the spreadsheets used for those calculations are confusing, they are not clearly explained in the lectures at all, I think there are even some mistakes in some of them. Overall a worthy course, I learnt a lot from it. Looking forward to attend the 2nd one.

автор: Diederik K

•Jul 30, 2019

This course I quite hard and demanding, this also makes it challenging!

автор: SOMANSHU M

•Aug 08, 2019

Very good course...

автор: Connie X

•Aug 14, 2019

The background material is in Week 8.

автор: Anirban M

•Aug 30, 2019

This is a well-structured course who has a basic understanding of finance and wants to steer into financial engineering. The course contents are highly relevant and examples in the spreadsheets provided are very intuitive.

автор: GOTLURU S R

•Sep 09, 2015

GOOD ONE

автор: Pengchong L

•Dec 31, 2017

Lots of practical exercises with not enough explanations on the underlying reasoning/theory.

автор: Weijia C

•Jul 18, 2017

Some of the knowledge points lack good examples to support and prove.

автор: Xinyu L

•Feb 11, 2016

I wish it could be harder and have more challenging quizzes than simply arithmetic and multiple choice.

автор: Joris D

•Oct 18, 2015

The course provides a very thorough introduction on the basic models and mechanisms by which various financial products are priced. One issue I had, was that the quiz questions sometimes used terminology or jargon for which the link with the material covered in the videos was not always immediately obvious. Also, the course, especially the later modules, heavily relies on Microsoft Excel, which some people might not be willing to pay hard cash for. It is possible to pass by doing the assignments with e.g. Python, but it's a lot of work, and not for the faint of heart.

автор: Ajay S

•Sep 03, 2015

Three stars for course structure, two stars less for every poor course material which doesn't contain any guidance to test questions.

автор: Bryony

•Sep 15, 2016

The lectures weren't always easy to follow but the quizzes were really useful as they meant it was necessary to understand the material. Definitely a useful course, I will be interested to see how it relates to the real world of derivatives pricing.

автор: NIRAVSINH S

•Dec 12, 2015

good learning with explanation on basic financials

автор: Tatsunari W

•Mar 19, 2017

The course is very elementary and basic. It should be a good intro 101 for those who have never studied mathematical finance. You can also practice using Excel if you have never used it before. It could be more challenging and fun if there were more modeling questions.

автор: Zhen Y

•Jan 30, 2018

Some unnecessarily introduced math formula hamper the understanding of the subject itself. Lack of simple, straightforward definition of finance terms.

автор: Cor v H

•Jul 08, 2018

InterestIngHOwever,IwouldliketoseemorenumerIcalexamples

автор: DU Y (

•Jun 10, 2019

The instructor didn't make the his lesson easy to follow. The lecture materials were not reader-friendly.