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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 126~150

교육 기관: Grace X

Feb 19, 2017

Very comprehensive and quantitative!

교육 기관: Partha M

Sep 24, 2017

Excellent material and well explained by the proffesors and the mentors been very kind to answer all queries till you get it right.

교육 기관: Mohamed M

Mar 08, 2016

nice challenging course with very good lecture videos and supporting material. the questions tested the material very well and were just challenging enough for my taste. Also the teachers were explaining the material very well.

교육 기관: Priyank S

Dec 08, 2015

Both the tutors are very nice and I like the way of explaining simple concepts and building upon them for higher level concepts.

The course content is really nice. I wonder if part of Stochastic calculus and ito's lemma could also be added.

Thanks for sharing such vast knowledge.

교육 기관: César C

Aug 25, 2017

Muy buen curso.

교육 기관: Xiangchen M

May 26, 2016

Great Learning!

교육 기관: Pedro F G O

Jul 04, 2017

A good course, with many practical examples and clear exposition.

교육 기관: YuZhang

Sep 03, 2016

I took this course to prepare for the interview for the MFE program in Columbia, and I am so excited to see these two professors in person in this fall. Cool course, quite intro level, but practical to take for the preparation for interviews.

교육 기관: Carlos G

Sep 08, 2015

Excelent

교육 기관: Athanasios T

Jan 15, 2016

Excellent approach, robust presentation, demanding but rewarding quizzes, overall a valuable course.

A slight drawback is of technical nature and is responsibility of the host platform: a couple of module videos contain wrong subtitles. Nevertheless, both teacher speak clear English, and it wouldn't be hard for most participants to follow.

교육 기관: Deleted A

Apr 13, 2017

promising

교육 기관: Tarrade F

Sep 17, 2015

Great course that require some background and some work but excellent.

교육 기관: Harish H

Dec 12, 2015

good

교육 기관: John S

Sep 03, 2015

Very interesting. The quizzes after each model compels me to learn and research more.

교육 기관: Vikas S

Jun 12, 2016

Its an amazing course.

교육 기관: Francisco J M C G

Apr 10, 2018

Great course for every level. Very interesting mix of theory, practise and real world examples. The metors are very helpful, especially Scott. Thanks to them, you will have no problem understanding every topic and question.

교육 기관: Guilherme S

Nov 21, 2016

I really liked this course and definitely recommend it! The videos are well prepared and make all the math easy to understand and the quizzes are excellent to resume the ideia of each lesson. Congratulations to the team!

교육 기관: Edmund Y H W

Oct 15, 2015

Great! A difficult subject that has been very clearly presented.

교육 기관: Deny K

Aug 15, 2015

E

교육 기관: weiziang

Aug 23, 2015

Following this course, and many FE books

교육 기관: Aditya K

Sep 10, 2017

Good foundational course

교육 기관: Aphiwat K

Sep 27, 2017

Even the course required much basic knowledge of mathematics and formula, Model is clear and easy to understand. Also, instructor's comment in forum is warm and useful.

교육 기관: Guan W

Feb 26, 2017

Wonderful course with helpful materials and assignments. I especially appreciate the depth of assignments, which really helped me discover blind spots in my knowledge structure.

교육 기관: soumya k m

Jun 20, 2017

it has helped me getting a feel of underlying mathematical models.

교육 기관: David C

Aug 16, 2016

It is a brilliant course covering all the key concepts in the financial engineering and model calibrations! The assignments are challenging but really help me reinforce my understanding of concepts and practice basic excel modeling skills. Highly recommended