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....

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

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

강좌 소개

최상위 리뷰

Financial Engineering and Risk Management Part I의 429개 리뷰 중 301~325

인기 온라인 강좌

인기 온라인 전문 분야

온라인 수료증

온라인 학위 프로그램

Coursera

커뮤니티

기타

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

강좌 소개

최상위 리뷰

Financial Engineering and Risk Management Part I의 429개 리뷰 중 301~325

Coursera Footer

인기 온라인 강좌

인기 온라인 전문 분야

온라인 수료증

온라인 학위 프로그램

Coursera

커뮤니티

기타