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

4.6

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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: 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: 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: 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: 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: Gregory R

•Feb 22, 2017

Great courses, extremely clear. Thanks a lot to both Mr Haugh and Mr Iyengar.

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: Wang Z a

•Feb 08, 2016

Bit difficult but worthy

автор: Donald M

•Sep 26, 2015

very useful

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

автор: Jorge P

•Jun 12, 2017

Absolutely brilliant course, it is challenging and rewarding. The instructors are very clear and the assignments are fun to do!

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: Raja S K

•Feb 16, 2018

simple but awesome course

автор: Soubhik G

•Mar 20, 2016

Awesome...the concepts have been explained in a superb way, the contents are itself high class, he example computations are jist wonderful. Although I am yet to finish it, I am just enthralled with it and have been a fan of coursera big time!!

Expecting more detailed and rigorous course on financial engg which can be a testimony itself for an entry to the industry!!

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.

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