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Financial Engineering and Risk Management Part I(으)로 돌아가기

Financial Engineering and Risk Management Part I, 컬럼비아대학교

4.6
1,571개의 평가
280개의 리뷰

About this Course

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....

최상위 리뷰

대학: MM

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

대학: NT

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.

필터링 기준:

275개의 리뷰

대학: Wanyuan Xiao

May 24, 2019

Very useful skills, need some basic knowledge of mathematics, hard to complete, but very deliverable.

대학: AYUSH MISHRA

May 13, 2019

Dr Haugh and Dr Iyengar are really amazing teachers. Learnt a lot.

대학: Kobe Gao

May 11, 2019

This course is really challgenging yet provides a very good overview of diffrent financial insturments. Higly recommend

대학: Jesus Oropeza

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.

대학: Steven Yodowitz

Apr 29, 2019

I enjoyed the course and it gave me a great introduction to financial engineering.

대학: Ezio Lauro

Apr 28, 2019

Good lectures and excellent exercises to test the understanding. Overall a very good course!

대학: Xiaoran Liu

Apr 09, 2019

很好的课程!节奏紧凑,具有挑战性。从论坛学到了很多。

대학: Artem Borin

Apr 06, 2019

Very good course. A lot of examples, great assignments

대학: Rohan Thanki

Mar 30, 2019

The material was excellent. Thank you for making this course and putting it on a public platform

대학: Tom Blanchard

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.