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

4.6

Оценки: 1,745

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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: Aaron C

•Dec 30, 2015

Inconsitencies in instructions and information for some assignments otherwise very good

автор: Michael S

•Jan 19, 2018

there is one flaw that the video is kind of obscured.

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: Déodat V

•Apr 18, 2017

Really good insight into the pricing of financial instruments

автор: Jung H S

•Jun 04, 2017

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автор: Gello M V

•Dec 22, 2015

The course is good. Would be better if there are more examples given and lively interaction with fellow learners on the forums though.

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: ASHWIN

•Apr 17, 2017

Finding it interesting

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: 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: 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: Val S

•Oct 03, 2019

This was exactly the course I was looking for! It covered all the right topics and depth of material was perfect for what I needed. The instructors were clear and thorough. One aspect I felt did not work due to the online format was the learning opportunity by interacting with TA/other students. I attempted to do extra work assignments but could not get any questions answered in a reasonably timely fashion, and same goes for course material. I passed the course but feel it would be worth more if there was someone responding to student questions in the forums. That was the reason for 4 sta

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