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

4.6

Оценки: 1,750

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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: Gerardo M D H

•May 31, 2018

A course with easy explanations, financial engineering can be understood by almost anyone, and exams do not have a higher difficulty

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: Abanob R

•May 04, 2017

not an easy course but it worth the hard work , i learned a lot from it and I enjoyed it very much

автор: Manuel A V S

•Jul 16, 2017

This course introduces financial engineering and risk management very adequately. Even though the level is not that advanced, it teaches the mechanics of derivatives, fixed income securities and more complicated securities like MBS. The quizzes are achievable, but don't let the time run up until the deadline since they require attention.

автор: Dr. R M

•Nov 15, 2017

Very informative and clear presentation of the material, which makes fun and allows to quickly learn the topics. Furthermore, interesting and practical quiz questions.

автор: Amogh P

•Jan 02, 2018

I'll count completing this MOOC as a proof of my resilience :*)

автор: Victor C

•May 23, 2017

Very helpful course

автор: Rafail G

•Sep 14, 2016

Very good for basic understanding of FInEng field. Especially on Binomial Model. Many thanks.

автор: episode

•Jun 09, 2017

The curriculum is interesting and has a good connection to the real market, however some questions are hard to solve because of lacking details which were not mentioned during the teaching.

автор: Sayar B

•Jul 05, 2018

A brilliant introduction to Financial Engineering!

автор: TEFFAL A

•Nov 17, 2015

Very good course !! It combines theory and practice !

автор: Yixuan X

•Dec 30, 2015

A very good course for students of Financial Engineering. Recommend people who have basic financial mathematics knowledge to join the course.

автор: Zain U A R

•Sep 18, 2015

iI have joined late but worth 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: Vikram J

•Mar 17, 2016

The course goes into a reasonable depth of the area. I particularly like the excel models for pricing of various financial instruments. My only suggestion is to provide more supplementary material like open source books, research papers etc on the topic so that one can expand their knowledge even further.

автор: Lionel

•Feb 10, 2016

Excellent, in-depth and comprehensive

автор: Powis

•Sep 02, 2017

Goes through the basics of fin engineering. Good course refresher.

автор: ZE H Z

•Jun 27, 2017

great course. Quizzes are a bit tricky, but you can figure it out in a while.

автор: Lutz K

•Feb 27, 2016

A very good mix of Detail and comprehensibility

автор: Do H L

•Nov 20, 2015

This course is rigourous, the quizzes are challenging. I hope they provide more practice quizzes

автор: 钱淼源

•May 30, 2016

it is the best course that i have ever learnt in coursera~~

автор: Quentin M

•Aug 16, 2016

Very good course to understand financial products. The excel spreadsheets give a good overview of how to price such products in the limits of the model.

автор: Ying Z

•Jul 18, 2017

Good course！

автор: Reuben K

•Oct 08, 2016

Was very educational, learn't a lot and the great thing was having to implement the theory learn't in the notes and lectures during the assignments. The "curve" ball questions were great too as it forced you to apply understanding thus teaching you to apply your knowledge based on the core principles learn't.

автор: Muhammad A A

•Sep 18, 2016

Great Course

I like It

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