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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
별점
2,212개의 평가
431개의 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

DP
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.

MM
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 425개 리뷰 중 51~75

교육 기관: Selam M

2020년 8월 25일

There is not enough explanation as to the things to be tested on. The lessons and the tests are completely different. On top of that the teacher jumps too many necessary points in his explanations.

교육 기관: Shweta

2020년 6월 7일

Zero course clarity. The professors made no effort to teach the numericals to support the theorems taught. They were rather just reading what was already there in the presentation.

교육 기관: Hamd S

2020년 6월 25일

Very poor method of creating concepts and no help in solving at least one question. A conceptual course being taught as a theoretical course is a shame.

교육 기관: Michael Y N E

2018년 12월 4일

I enrolled it by wrong it is very faraway from my career and my education i want to un-enrolled it

교육 기관: Kashyap S

2020년 3월 30일

Everything will go beyond your head. Quizes are nearly unslovable. Waste of Money and Time.

교육 기관: YUN L

2020년 7월 31일

Very hard to understand. The way the lecture talks make it even harder.

교육 기관: Bhavya S J

2020년 5월 10일

Fantastic start for someone who wants to delve into the world of finance. Concepts focus on mathematical modelling of various financial instruments, with detailed theoretical explanations of the structure of derivatives. As someone wanting to pursue quantitative finance and from an engineering background, this course was stimulating from an engineer's perspective, and had adequate amounts of theoretical information as well to supplement learning. One of the few courses on Coursera that took me more time than that stipulated on the course bulletin.

On a side note, I feel the quizzes should test more conceptual knowledge ,which was true for the first couple of weeks, but later turned into an exercise in MS Excel, maybe because of the computational nature of the course.

교육 기관: Sourodeep K

2020년 7월 31일

This course introduced to the various Mathematical models related to pricing financial derivatives and fixed-income securities through the use of Probability Theory and Stochastic Calculus. This is course is recommended for anyone who has an interest in learning about the mathematical stories of financial securities and their pricing. I think the professors have done a great job of putting across the concepts to the students of this course. The quizzes help in testing the knowledge acquired and the questions involved working analytically and also working in excel. I extend my thanks to Columbia University for putting such an interesting course on Coursera. I am sure the learnings from this course will play a key role in building my career in finance.

교육 기관: vijay v

2017년 10월 4일

This is very compact course without compromising essence and worth watching video lectures many times. Materials were of top quality and provided wast amount of fundamental. I cram some information to begin with and ask question myself to get deep insight. On review of of some videos when I saw professor asked same question and explained with illustration, that style of teaching proved very effective as it developed better understanding. Looking forward for more courses on same subjects and similar style!

교육 기관: Abraham R

2018년 11월 9일

I found it to be a very interesting course and the teachers were very clear in their concepts, as well as an excellent didactic material to better understand the topics covered. I thank Coursera for the teachers and the monitors who were always very attentive to answer the questions and help solve the problems that arose in the preparation of the tasks.

The classmates were very supportive and gave light when one had problems to solve the tasks.

Thanks a lot to everyone.

교육 기관: Yongxuan L

2016년 2월 6일

Good course. Personally I think it is almost the perfect level for those who have some basic understandings about finance and look forward to go deep(such as me). This course requires some understanding about using Excel, which is quite useful when doing the quiz. Mastering Excel well would save a lot time. Some material might be a little hard but with patience and hardworking, it can still be solved. Highly recommended!

교육 기관: Mary-Anne B

2017년 7월 18일

I have enjoyed this course thoroughly. With a full time job and two young children it has demanded a great deal of juggling but has been worth it. If you appreciate a thorough and clear presentation of essential principles then this is the course for you. The assignments were sufficiently challenging but more importantly they elucidated key points presented in the lectures. I am definitely going to attempt Level 2

교육 기관: Srijith K

2017년 12월 17일

This is a wonderful introduction to the world of Quantitative Finance. The content is delivered in a manner that is easy to understand, yet not oversimplified at all. I'd recommend this to anyone who wants to build an understanding of the fundamentals of F.E. A big thank you to the lecturers for making this fun to learn, as well as the mentors who were always there to help out in the discussion forums.

교육 기관: Joe L

2017년 10월 22일

Excellent course. This course teach you on how to price options, futures, and other fixed income derivatives. It not only tell you how it works in simple and easy binomial model, but also provide hands-on spreadsheets to start with your homework. It should be easy to follow and learn if you have basic understanding of options, bond, forwards/futures, and some probability theory.

교육 기관: Ronald O

2015년 8월 14일

Im really fascinated with this course.

By the way, i think some quiz have few mistakes as the module about pricing swaptions in the calibration model. The answer the professor gave is not 13300 or 19400, but 1330 or 1940 respectively.

The quiz#6, the answer for the question 1 and 2 is multiple, its between a range and i cant complete it, please check the parameters again.

교육 기관: Grzegorz L

2017년 7월 22일

A lot of useful information in the course. If you've got some programming skills it has even greater impact if you actually write the code yourself to solve the quizzes (still comparing with the solution in Excel). I'd suggest this course to anyone who wants to get a glimpse of the complexities of what Hedge Funds and Front Office desks in Investment Banks actually use.

교육 기관: Soubhik G

2016년 3월 20일

Awesome...the concepts have been explained in a superb way, the contents are itself high class, he example computations are jist wonderful. Although I am yet to finish it, I am just enthralled with it and have been a fan of coursera big time!!

Expecting more detailed and rigorous course on financial engg which can be a testimony itself for an entry to the industry!!

교육 기관: Yunis T

2018년 8월 11일

This course is definitely for people who really like to use their math skills in finance. I admit that quizzes a little bit challenging and check the learners' understanding. After some practice I'll definitely take FE&RM II. My only feedback is that is would be better to add some more practical examples to slides instead of emphasizing only theory. Thanks a lot:))

교육 기관: Jingxia Z

2019년 10월 30일

I have a Bachelor's Degree in Economics and a Master's Degree in Financial Engineering. I got my Master's degree in 2016 while I did not continue to seek a career in this industry because something bad happened to my family. Now I am planning to build up a career in Financial Engineering and this course is really great to help me review the basic knowledge.

교육 기관: Gleb S

2017년 10월 14일

Very good course. Within only 8 weeks covers the approach to pricing of a wide range of key financial products. Very helpful for those people working in finance, but not directly involved in pricing products to learn more about that aspect. Exercises and spreadsheets help get hands on experience and understand the philosophy behind pricing approaches.

교육 기관: Árpád B

2017년 4월 26일

As the first serious encounter with financial engineering I found the course challenging but very rewarding. Very good theory-practice ratio. I would definitely recommend to somebody who is interested in the topic and willing to spend many hours with it. My experiences are based on 4 weeks of completed sessions, so please take it with a grain of salt.

교육 기관: LE T T T

2019년 8월 20일

In discussion forum, I saw that a few years ago, our mentors replied the questions of learners very quickly. However, recently I've seen that there are some questions that are not answered. I do not know why.

By the way, I am so grateful to our lecturers and mentors. Thanks to their guide, I could pass all of my assignments more straightforwardly.

교육 기관: Charles D S

2015년 12월 31일

The material covered in the course is highly relevant to the current job market. Professors Haugh & Iyengar were great at explaining the material and the quizzes were reasonably difficult. The learning spreadsheets were very good as well. Overall, it was a great learning experience and I will enthusiastically recommend it to my colleagues.

교육 기관: Athanasios T

2016년 1월 15일

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: Manuel A V S

2017년 7월 16일

This course introduces financial engineering and risk management very adequately. Even though the level is not that advanced, it teaches the mechanics of derivatives, fixed income securities and more complicated securities like MBS. The quizzes are achievable, but don't let the time run up until the deadline since they require attention.