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

컬럼비아대학교의 Financial Engineering and Risk Management Part I 학습자 리뷰 및 피드백

4.6
1,736개의 평가
309개의 리뷰

강좌 소개

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

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

JP

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 :)

필터링 기준:

Financial Engineering and Risk Management Part I의 303개 리뷰 중 276~300

교육 기관: Jürg D

Dec 10, 2015

Very well presented, structured and selected material, easy to follow, relevant and interesting. Quizz problems are well thought through and have a reasonable degree of difficulty and length.

교육 기관: Aaron C

Dec 30, 2015

Inconsitencies in instructions and information for some assignments otherwise very good

교육 기관: Gello M V

Dec 22, 2015

The course is good. Would be better if there are more examples given and lively interaction with fellow learners on the forums though.

교육 기관: Yufei S

Jun 10, 2016

Nice course, covers a wide aspect of materials. However, much of theories are not that easy to understand, so it would be better if the instructors could add a little bit more real-world examples/applications of these theories.

교육 기관: ASHWIN

Apr 17, 2017

Finding it interesting

교육 기관: Zhenghao L

May 11, 2017

Some of the models are not what's really used on the street. e.g. Street uses SABR and Black-73 to price swaptions. The quiz instruction is also a bit amibious for some questions.

교육 기관: Kieran M

Jan 19, 2017

Great course. Level of support from the mentors was non existent though.

교육 기관: Garen V

Jan 31, 2017

Eye-opening and powerful crash course introducing to the life of a quant. Problem is in the discussion forums, where there is very little interaction with mentors and week-long (or more delays) in getting feedback.

교육 기관: Aditya S

May 14, 2018

It was a great course, a bit advanced though.

교육 기관: Felix J

Feb 01, 2017

very good course. the exercises are very useful to review the material but it seems that rounding errors can make the difference between right and wrong.

교육 기관: Hilmi E

Jun 03, 2017

Excellent overview .. Good assignments that enhance the lectures..

교육 기관: Vivek S

Apr 24, 2017

Excellent course content supported with relevant excel sheets. Requires rigorous practi

교육 기관: Richard D

Sep 21, 2016

Pretty cool course. I hope they come out with two course sequences, one based more on theory that doesn't back away from stochastic calc so much, and another on practical methods using something other than excel.

교육 기관: Andrew S

Jul 05, 2018

That particular course helps me to better comprehend the mechanisms of how financial instruments work. I am really grateful to professors who lecture a material and my special thanks to mentors and tutors for their assistance on the forum - without you I will not be able to complete that course.

교육 기관: SIDIBE A B

Feb 27, 2018

This course help me to understand correctly the world of financial engineering. Thanks

교육 기관: Hsuan-Chen P

Oct 26, 2017

The entire course contents are really helpful and valuable. Professors explained the lecture clearly and the tutor was also really willing to help students with any questions. I'm going to continue taking the Financial Engineering and Risk Management Part 2.

교육 기관: Dean C

Aug 03, 2018

Interesting and well laid-out, the only improvements I would suggest are more effective ways to troubleshoot questions around the quizzes, as well as better integration of the optional sections at the end, which jump into heavy maths without practical examples, limiting the motivation for students to stick with them.

교육 기관: RAMESH R

Oct 19, 2018

I have spent lot of time on this course, it is really excellent. Due to the concentrated information, it takes more time for me to learn the subject. Everything is explained very well with detailed notes on the topics. I hope I will finish this course one-day. Thanks

교육 기관: Andrzej L

Oct 20, 2018

Good content, especially liked how professor Haugh explained things. Some assignments could have clearer instructions - but discussion forums are useful to troubleshoot the problems.

교육 기관: Wenying Y

Jul 26, 2019

Course material is quite challenging, most of it is in an appropriate level for me. But the quiz questions are often too hard compared to to what were taught in the lectures, and the spreadsheets used for those calculations are confusing, they are not clearly explained in the lectures at all, I think there are even some mistakes in some of them. Overall a worthy course, I learnt a lot from it. Looking forward to attend the 2nd one.

교육 기관: Diederik K

Jul 30, 2019

This course I quite hard and demanding, this also makes it challenging!

교육 기관: Somanshu M

Aug 08, 2019

Very good course...

교육 기관: Connie X

Aug 14, 2019

The background material is in Week 8.

교육 기관: Anirban M

Aug 30, 2019

This is a well-structured course who has a basic understanding of finance and wants to steer into financial engineering. The course contents are highly relevant and examples in the spreadsheets provided are very intuitive.

교육 기관: Val S

Oct 03, 2019

This was exactly the course I was looking for! It covered all the right topics and depth of material was perfect for what I needed. The instructors were clear and thorough. One aspect I felt did not work due to the online format was the learning opportunity by interacting with TA/other students. I attempted to do extra work assignments but could not get any questions answered in a reasonably timely fashion, and same goes for course material. I passed the course but feel it would be worth more if there was someone responding to student questions in the forums. That was the reason for 4 sta