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

4.7

Оценки: 503

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Рецензии: 75

Financial Engineering is a multidisciplinary field involving finance and economics, mathematics, statistics, engineering and computational methods. The emphasis of FE & RM Part II will be on the use of simple stochastic models to (i) solve portfolio optimization problems (ii) price derivative securities in various asset classes including equities and credit and (iii) consider some advanced applications of financial engineering including algorithmic trading and the pricing of real options. We will also consider the role that financial engineering played during the financial crisis.
We hope that students who complete the course and the prerequisite course (FE & RM Part I) will have a good understanding of 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....

Jun 08, 2019

I really enjoyed this course and learned a lot. The quizzes were challenging but really forced me to think through the problems. The forums were very helpful when I got stuck. Thanks Professors!

Aug 23, 2018

One of the best courses available on Coursera! If you're interested in Quantitative Finance or trying to get a good idea of what financial engineering entails, please take this course.

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автор: 仇艺蒙

•Feb 16, 2016

I choose this course maybe september at 2015. however, i haven't take this course till now:)

автор: Olivia D

•May 30, 2017

Very helpful! Learned a lot about financial modelling! Clear explanation on limitation and how to use it in real life!

автор: Do H L

•Nov 20, 2015

This course is challenging and the skills learnt are valuable. The materials are well-made and formulas well-defined. I hope they provide more practice quizzes.

автор: Charles D S

•Jan 01, 2016

The material covered in the course is highly relevant to the current job market. Professors Haugh & Iyengar were great at explaining the material and the quizzes were reasonably difficult. The learning spreadsheets were very good as well. Overall, it was a great learning experience and I will enthusiastically recommend it to my colleagues.

автор: Yuming H

•Jun 19, 2016

Very challenging course that I would recommend to anyone who is interested in financial engineering and financial risk management. Love the math!

автор: Hao Y

•Sep 10, 2017

It is really a great course on financial engineering! I have learned much from it, very useful and suggestive!

автор: ZE H Z

•Aug 23, 2017

very good course. Part II focuses more on asset allocation.

автор: Yunfei C

•Sep 28, 2017

great course, great TA and great professors

автор: Balachandra P H

•Feb 06, 2018

The course was interesting with challenging quizzes. I enjoyed it but struggled to complete the quizzes.

My only humble submission is that the course could have been made little more elaborate so that the understanding could have been better. More examples and exercise/quizzes would have given more practical value.

Thank you for both of your extraordinary efforts in bringing out this practical and valuable course.

автор: Aydar M

•Feb 28, 2016

Just what I need to prepare for CFA Level 2!

автор: Xin Z

•Mar 17, 2018

The professors explained the concepts very clear in an intuitive way. The contents are real stuff and covers a wide range. Although some of them cannot go into depth, useful references are provided. I learned a lot. Thank you!

автор: Sisay M B

•Jun 30, 2017

It is a very good course with excellent learning materials and video lectures. For anyone interested to know about financial risk management and derivatives, it is a very good course with examples and practical exercises!

автор: Viswanath N

•Nov 13, 2016

Good material and grounded introduction to the complexity of the real world applications of the subject matter.

автор: Reuben K

•Dec 16, 2016

Very insightful course, working in the financial industry can often imagine the material learn't being applied in work environment which is rewarding.

автор: Donald M

•Dec 30, 2015

really good lecture ! support it !

автор: Pham V T

•May 22, 2017

Very good. :P

автор: Mikhail Z

•Nov 09, 2017

Excellent course that builds on and expands the concepts learned in Part 1.

автор: Evgeniy Z

•Nov 13, 2017

Enjoyed this course, very good lectures and assignments.

автор: HP F

•May 30, 2017

Very good introductory course!

автор: Lennert O

•May 28, 2017

Very interesting course. Well explained, and with challenging exercises that help you understand the course material better.

автор: Jorge H F

•Mar 27, 2017

Useful in general, it is not very advanced but gives you a good overview.

автор: Asier L O

•Nov 23, 2015

Wonderful

автор: Mikhailov R

•Jul 25, 2017

Some tasks were unclear, but overall great course

автор: Chet S

•Apr 21, 2018

excellent course! questions were hard and had to really work to get the grades. I'll keep going back to the questions from time to time for a review.

автор: Md H U

•Aug 23, 2018

One of the best courses available on Coursera! If you're interested in Quantitative Finance or trying to get a good idea of what financial engineering entails, please take this course.