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

4.6

별점

2,075개의 평가

•

400개의 리뷰

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....

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

Jul 18, 2020

A very well designed course! I knew some topics prior to the course and it helped me to strengthen my knowledge on derivative market systematically, particularly on interest rate derivatives

필터링 기준:

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: Paulo T d O

•May 16, 2020

Very good course for those who, like me, had never been exposed to financial engineering in the past. I strongly recommend it if you come from a technical background and are willing to develop and broaden your skills.

교육 기관: 李文倩

•Mar 28, 2016

It is not an intro class. This course is challenging particularly when you are not an English Native. In this course the most frequently used model is binomial model that can be fairly dealt with in the Excel sheet.

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: 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: rajat c

•Jun 13, 2020

The assignments are well designed to motivate you to think and employe learnings from the course. The instructors teach skills very clearly. I liked the helper videos provided additionally with the course.

교육 기관: Sahil S

•Mar 26, 2020

The video explain the concepts based on formula and derivation of the formula. However, i would suggest that more numerical example would lead to easy understanding for anyone from non- technical side.

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: LUIS F A G

•Jun 30, 2020

Es un curso bastante completo y bien explicado pero requieres de una base previa de conocimientos matemáticos y financieros para poder sacarle el mayor provecho. Lo recomiendo ampliamente.

교육 기관: Rahul S

•May 25, 2020

Great course for knowledge. Still in some part of the course, the course content and level of graded questions doesn't match. At least not all but should have given insights about it.

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: 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: Keith N

•Jul 05, 2020

A lot of the concepts got hidden in numeric outcomes. I understand why the format made that necessary, but it led to time intensive homeworks on relatively simple concepts.

교육 기관: Ni Z (

•Apr 03, 2018

A very quantitative course for people who want to learn how to calculate the risk for particular products. Course does not include coding but uses spreadsheet instead.

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: Michael D

•May 23, 2020

Very good course. Informative. Sometimes quizzes were annoying to get the rounding correctly however that is minor issue compare to knowledge gained.

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: Kramer O C

•Jul 29, 2020

A very hard course, I think that the videos ha ve to show more practical problems to get the exams more understanding.

교육 기관: Huynh C D

•Aug 09, 2015

This course provide with a lot of useful knowledge about financial market and different types of securities as well.

교육 기관: Zhao H

•Aug 21, 2015

I would like to see the discussion forum back. That will help debugging the answers to the quiz.

교육 기관: Antonio A

•Dec 03, 2015

have not finished it yet , but a very good course so far, a lot theory mixed with exercises.

교육 기관: Vivek S

•Apr 24, 2017

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

교육 기관: Aaron C

•Dec 30, 2015

Inconsitencies in instructions and information for some assignments otherwise very good

교육 기관: SIDIBE A B

•Feb 27, 2018

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

교육 기관: Kieran M

•Jan 19, 2017

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