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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

2,314개의 평가
453개의 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 448개 리뷰 중 376~400

교육 기관: Ignacio T S

2020년 11월 10일

Great course, but be ready for a substantial effort. Time allocation needed is very variable, sometimes the course expectations did not met the real time allocation, but this depends a lot on the starting skills and how used we are to computing.

교육 기관: Stuart S

2020년 12월 7일

I think the formulae were too technical without providing the rationale (give the starving africans a bag of rice or teach them how to grow food). The understanding of the why is important to the understanding of the formula and their use

교육 기관: Yufei S

2016년 6월 9일

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: Anirban M

2019년 8월 30일

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 O

2020년 5월 16일

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

2016년 3월 28일

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

2017년 1월 30일

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

2016년 9월 21일

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

2020년 6월 13일

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

2020년 3월 26일

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

2015년 12월 10일

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: Zara D

2020년 9월 9일

Extremely hard for someone like me who is trying to do this as a complete novice, need time to understand, no feedback on quizzes so if you are stuck, you need to spend a lot of time on this

교육 기관: LUIS F A G

2020년 6월 30일

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

2020년 5월 25일

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

2018년 10월 20일

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

2017년 5월 11일

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

2020년 7월 5일

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 (

2018년 4월 3일

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: Junling F

2021년 5월 17일

The course is very well structured, and gives the students good insights of the financial engineering and risk management, I am looking forward to the part 2 session

교육 기관: Felix J

2017년 2월 1일

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

2020년 5월 23일

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

교육 기관: Luis V

2020년 8월 23일

I thought that the course was very interesting and that the concepts were clearly explained. However, the quizzes could have been harder.

교육 기관: Gello M V

2015년 12월 22일

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

2020년 7월 28일

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

2015년 8월 8일

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