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

4.6

Оценки: 1,736

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Рецензии: 309

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

Oct 21, 2019

Perfect course to grasp the fundamental theories in financial engineering and risk management! I deeply appreciate the videos and lecture notes! Hopefully, I can start the next course soon :)

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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: 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: LE T T T

•Aug 20, 2019

In discussion forum, I saw that a few years ago, our mentors replied the questions of learners very quickly. However, recently I've seen that there are some questions that are not answered. I do not know why.

By the way, I am so grateful to our lecturers and mentors. Thanks to their guide, I could pass all of my assignments more straightforwardly.

автор: 叶林楷

•Oct 24, 2019

The two professors taught me a lot about FE. I am very grateful for that.

автор: Stephen Y

•Sep 17, 2019

Very Hard Class. But Well Worth It

автор: Shubhaditya D

•Oct 03, 2019

Well rounded introduction to quant finance

автор: Bethel A

•Oct 10, 2019

Great learning system.

автор: Jingxia Z

•Oct 30, 2019

I have a Bachelor's Degree in Economics and a Master's Degree in Financial Engineering. I got my Master's degree in 2016 while I did not continue to seek a career in this industry because something bad happened to my family. Now I am planning to build up a career in Financial Engineering and this course is really great to help me review the basic knowledge.

автор: Jooyoung P

•Oct 21, 2019

Perfect course to grasp the fundamental theories in financial engineering and risk management! I deeply appreciate the videos and lecture notes! Hopefully, I can start the next course soon :)

автор: Kailash

•Nov 08, 2019

One of the finest course of dynamic pricing

автор: Dean C

•Aug 03, 2018

Interesting and well laid-out, the only improvements I would suggest are more effective ways to troubleshoot questions around the quizzes, as well as better integration of the optional sections at the end, which jump into heavy maths without practical examples, limiting the motivation for students to stick with them.

автор: RAMESH R

•Oct 19, 2018

I have spent lot of time on this course, it is really excellent. Due to the concentrated information, it takes more time for me to learn the subject. Everything is explained very well with detailed notes on the topics. I hope I will finish this course one-day. Thanks

автор: Andrzej L

•Oct 20, 2018

Good content, especially liked how professor Haugh explained things. Some assignments could have clearer instructions - but discussion forums are useful to troubleshoot the problems.

автор: Bei J

•Apr 21, 2017

Great course. Highly recommend.

автор: Zhao H

•Aug 21, 2015

I would like to see the discussion forum back. That will help debugging the answers to the quiz.

автор: Steven R

•Aug 19, 2015

G

автор: Antonio S

•Feb 06, 2017

Gorgeous

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: 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: Alfonso D

•Feb 19, 2017

The course in general is fine. Although it is not an introductory level, and users should be aware of it. By the time you finish it, you will have an idea of how financial engineering works and will understand the math behind the scenes. The required level of mathematics is not very high, and high-school maths are enough to follow the formalism. Also, several assignments are done in Excel, so basic knowledge of its features will help.

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.

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