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

4.6

Оценки: 1,688

•

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.

Фильтр по:

автор: Nilaj C

•Jun 07, 2018

Great course.

автор: Grzegorz L

•Jul 22, 2017

A lot of useful information in the course. If you've got some programming skills it has even greater impact if you actually write the code yourself to solve the quizzes (still comparing with the solution in Excel). I'd suggest this course to anyone who wants to get a glimpse of the complexities of what Hedge Funds and Front Office desks in Investment Banks actually use.

автор: Raymond L

•Jan 25, 2016

Very technical-based teaching style, great experience with substantial amount of calculation.

автор: Erick G

•Aug 11, 2015

The content of this course is apropiate for drive the finances and risk, We be lear more about this course

I am Engenier in Sofware, the know of finances is aplicable in anyware software.

автор: Amos F

•Nov 03, 2015

Sufficient rigor for a course that is notoriously quantitative and challenging! Working with Excel models is the best way to get your feet wet with abstract price evolution theory which will ultimately be implemented in algorithms of C++ and Python! Kudos to team who is the best in the field educating this subject to the masses!

автор: Jair C

•Dec 25, 2015

Very interesting course. I think i get a lot of technical and important tools. Thank you!

автор: Roland C

•Sep 29, 2015

Very well structure

автор: Lorenzo J E A

•Nov 21, 2015

Definitely worth taking!

автор: Junwei Y

•Jun 01, 2017

Hard for 0-experience starters in finance. But worth of digging in it.

автор: vijay v

•Oct 05, 2017

This is very compact course without compromising essence and worth watching video lectures many times. Materials were of top quality and provided wast amount of fundamental. I cram some information to begin with and ask question myself to get deep insight. On review of of some videos when I saw professor asked same question and explained with illustration, that style of teaching proved very effective as it developed better understanding. Looking forward for more courses on same subjects and similar style!

автор: Рожин А

•Mar 22, 2016

Very good course!

автор: Ronald C

•Oct 13, 2015

Great course!

автор: Ronald O

•Aug 14, 2015

Im really fascinated with this course.

By the way, i think some quiz have few mistakes as the module about pricing swaptions in the calibration model. The answer the professor gave is not 13300 or 19400, but 1330 or 1940 respectively.

The quiz#6, the answer for the question 1 and 2 is multiple, its between a range and i cant complete it, please check the parameters again.

автор: MARIO Z A

•Apr 15, 2018

Excellent course. The best in his category, the way that teaches the financial management is the mathematical approach.

автор: Grace X

•Feb 19, 2017

Very comprehensive and quantitative!

автор: Partha M

•Sep 24, 2017

Excellent material and well explained by the proffesors and the mentors been very kind to answer all queries till you get it right.

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: 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: César C

•Aug 25, 2017

Muy buen curso.

автор: Xiangchen M

•May 26, 2016

Great Learning!

автор: Pedro F G O

•Jul 04, 2017

A good course, with many practical examples and clear exposition.

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: Carlos G

•Sep 08, 2015

Excelent

автор: Athanasios T

•Jan 15, 2016

Excellent approach, robust presentation, demanding but rewarding quizzes, overall a valuable course.

A slight drawback is of technical nature and is responsibility of the host platform: a couple of module videos contain wrong subtitles. Nevertheless, both teacher speak clear English, and it wouldn't be hard for most participants to follow.

автор: Deleted A

•Apr 13, 2017

promising