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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

2,246개의 평가
441개의 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

2020년 3월 8일

I have an engineering / numerics background and enjoyed this course very much. Good overview and comprehensive explanation of mathematical models of fixed income and equities as well as derivatives.

2017년 7월 11일

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

필터링 기준:

Financial Engineering and Risk Management Part I의 435개 리뷰 중 401~425

교육 기관: Enrico M

2020년 6월 20일

Very Interesting course. I would put more exercises

교육 기관: Jumana P

2020년 5월 30일

The course is extremely Challenging but worth.

교육 기관: Aditya S

2018년 5월 13일

It was a great course, a bit advanced though.

교육 기관: Wei D

2016년 6월 21일

It has better content provided than ours.

교육 기관: Connie X

2019년 8월 14일

The background material is in Week 8.

교육 기관: Bei J

2017년 4월 20일

Great course. Highly recommend.

교육 기관: ASHWIN

2017년 4월 17일

Finding it interesting

교육 기관: Somanshu M

2019년 8월 8일

Very good course...

교육 기관: Antonio S

2017년 2월 5일


교육 기관: Duvakli S

2020년 6월 8일


교육 기관: Jung H S

2017년 6월 4일


교육 기관: Steven R

2015년 8월 19일


교육 기관: Andrew M

2020년 6월 11일

The course is OK. You can learn the material if you work hard to find external sources to help.

A few problems with the course... First, the people speaking in the lectures seem to be speed reading off of a piece of paper, trying to make every video below a certain time threshold. It feels less like teaching, and more like listening to someone read. Second, the handwriting is pretty bad throughout, sometimes illegible. Third, the course significantly lacks example problems along with solutions (showing work) to those problems. Lastly, this course lacks practicality. It would be nice to understand more about uses (expand on calibration of binomial options models, for example).

I have coded some examples for those looking for an extra place to learn the algorithms/math associated with some of the important points of this course: .

교육 기관: Ved B

2020년 4월 30일

The course content is excellent and is very wisely chosen. However more simplification is necessary. For a student with good knowledge of financial derivatives but limited knowledge of the mathematics behind it, the explanation provided by the instructors may prove to be highly insufficient (from week 4 onwards). More examples should be added by the instructors so as to make the content interesting. Interview with Emmanuel Derman was note worthy.

One more suggestion - the exercises seemed difficult in relation to the course content. A slight mismatch in the answers ( 5.62 vs 5.63) is taken as an incorrect entry. The instructors may consider providing a short range of correct answers in the system so that such mismatches do not occur.

교육 기관: Roger S

2020년 5월 18일

The material is engaging, interesting, and challenging; the instructors' lectures are generally good quality and easy enough to follow. However, some of the quizzes are horrendous and lead to hours upon hours of frustration as you try to get the EXACT answer to enter into the input box in order for it to be accepted as "correct". Some of quizzes rely far too much on the minutiae of Excel spreadsheet fine-tuning and can be VERY frustrating to navigate. It might be better to test general understanding of concepts or find some other way to design these quizzes. Otherwise, good course.

교육 기관: Chatura C L

2020년 7월 8일

The basic ideas are taught very nicely in the course, but I would have wished to see some more advanced maths such as some integrals computed in order to determine option prices and maybe a continuous time (BDT) model. At some point it was tiring to go through the binomial model.

Nevertheless the course was very interesting. Thank you very much!

교육 기관: Priyank D

2020년 5월 25일

I learned a lot during the course. Here are my few suggestions:1) a person should be familiar with basics as the course is highly might confuse between financial terms time to time. 2) i think the flow of the course can be improved.The most enjoyable and tricky parts are the quizs,they are tough to crack.

교육 기관: Lê T T T

2020년 7월 16일

I think this course is good and gives me some useful knowledge. However, the most disadvantage is that it is lacked of example and that makes us really hard to understand and do quiz. I rank 3 stars for this course with the hope that the disadvantage will be improved to make the course more perfect.

교육 기관: Dmitrii K

2020년 5월 23일

I liked how binomial model was covered, clearly explained each product pricing. I also liked mortgage module explanation - with examples of the calculation in excel. However, in the first two weeks the teacher reads formulas from presentation without explaining and linking to the real examples.

교육 기관: Bryony

2016년 9월 15일

The lectures weren't always easy to follow but the quizzes were really useful as they meant it was necessary to understand the material. Definitely a useful course, I will be interested to see how it relates to the real world of derivatives pricing.

교육 기관: Daniella M

2020년 10월 26일

It wasn't always easy to follow along with the content and I really relied on the forums to understand how to work out the answers to the questions as there was way more theory than practised examples using actual numbers in the lectures.

교육 기관: Roger W

2021년 1월 12일

Overall good, with a smooth stream of thoughts. However, some details still needed to be discovered on your own. The theory behind is not perfectly illustrated.

교육 기관: Xinyu L

2016년 2월 11일

I wish it could be harder and have more challenging quizzes than simply arithmetic and multiple choice.

교육 기관: Jedidiah D G

2020년 1월 4일

Lack of examples/problems worked out in the videos. Can be difficult to pass quizzes accordingly

교육 기관: Akash D

2020년 5월 18일

No fue lo que esperaba. Los instructtores no dieron su mejor presentacion.