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

4.6

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Оценки: 1,930

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Рецензии: 357

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

Aug 11, 2015

The content of this course is apropiate for drive the finances and risk, We be lear more about this course\n\nI am Engenier in Sofware, the know of finances is aplicable in anyware software.

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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 V 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: 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: 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!

автор: Guilherme S

•Nov 21, 2016

I really liked this course and definitely recommend it! The videos are well prepared and make all the math easy to understand and the quizzes are excellent to resume the ideia of each lesson. Congratulations to the team!

автор: Tom B

•Mar 30, 2019

Being new to investing and understanding financial products this course gave me great insight into the financial products that I'm interested in and gave me all the background I felt I needed to understand them.

автор: Yue Z

•Dec 12, 2016

The course provides me the first experience of a complete foreign course!

Although some of the theories have been known to many, this course is still worth a thorough learning for its insightful financial ideas.

автор: ZHENG Z

•Jul 06, 2019

Very well organized course! A wonderful introduction to quantitative pricing models as well as some common financial derivatives (such as swap, swaption, CDS, CMO, etc). Very challenging, but very interesting!

автор: Domenico B

•Feb 20, 2018

Good balance between technical notions and difficulty of the course. Professors are prepared teacher and also the slides are useful. This course gives you a good induction on how a financial engineer thinks.

автор: Bujunoori R R

•Apr 25, 2020

The course is of invaluable help to students interested in fixed income securities. Both the professors made the challenging topics easy to understand. Highly recommend this course for Finance enthusiasts.

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