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

4.6

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2,139개의 평가

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413개의 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....

DP

Mar 09, 2020

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

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

필터링 기준:

교육 기관: Guilherme S

•Nov 21, 2016

I really liked this course and definitely recommend it! The videos are well prepared and make all the math easy to understand and the quizzes are excellent to resume the ideia of each lesson. Congratulations to the team!

교육 기관: Tom B

•Mar 30, 2019

Being new to investing and understanding financial products this course gave me great insight into the financial products that I'm interested in and gave me all the background I felt I needed to understand them.

교육 기관: Yue Z

•Dec 12, 2016

The course provides me the first experience of a complete foreign course!

Although some of the theories have been known to many, this course is still worth a thorough learning for its insightful financial ideas.

교육 기관: ZHENG Z

•Jul 06, 2019

Very well organized course! A wonderful introduction to quantitative pricing models as well as some common financial derivatives (such as swap, swaption, CDS, CMO, etc). Very challenging, but very interesting!

교육 기관: Domenico B

•Feb 20, 2018

Good balance between technical notions and difficulty of the course. Professors are prepared teacher and also the slides are useful. This course gives you a good induction on how a financial engineer thinks.

교육 기관: Bujunoori R R

•Apr 25, 2020

The course is of invaluable help to students interested in fixed income securities. Both the professors made the challenging topics easy to understand. Highly recommend this course for Finance enthusiasts.

교육 기관: Kliti Q

•Aug 26, 2018

Excellent course, great balance between theory, background concepts and practical examples; might be more challenging and take more time to complete for people without a quantitative/financial background.

교육 기관: Anne

•Jan 04, 2019

extremely helpful and insightful! nice and compact, too! Also very helpful that there are many examples from fixed income / credit markets, as many options courses focus heavily on equity options only.

교육 기관: Nik B

•Aug 16, 2018

Excellent course, which give you pretty good understanding of valuation of equity and interest rates derivatives. I want to recomend this course for all students who want to focus on financial field.

교육 기관: David P

•Mar 09, 2020

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.

교육 기관: chloe_liuy

•Aug 27, 2017

The course profile is quite useful and helpful. Combined with the homework and the discussion forum, the course offers a great opportunity for me to get some knowledge about financial economics.

교육 기관: Park B

•Oct 21, 2019

Perfect course to grasp the fundamental theories in financial engineering and risk management! I deeply appreciate the videos and lecture notes! Hopefully, I can start the next course soon :)

교육 기관: Agil Z

•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

교육 기관: episode

•Jun 09, 2017

The curriculum is interesting and has a good connection to the real market, however some questions are hard to solve because of lacking details which were not mentioned during the teaching.

교육 기관: Erick G

•Aug 11, 2015

The content of this course is apropiate for drive the finances and risk, We be lear more about this course

I am Engenier in Sofware, the know of finances is aplicable in anyware software.

교육 기관: Sumanesh M

•Nov 03, 2016

Excellent course and learnt a lot of details. It really gives me lot of confidence and motivation to do more courses and I have already started Part 2. Can't wait for it complete.

교육 기관: kyriacos

•Aug 12, 2017

Tests your endurance and helps you improve your MS Excel skills. I had been working on it for some months before I was able to complete it. It was very challenging but rewarding.

교육 기관: Zehao Y

•Jun 07, 2020

I hope professors could provide some tips on the programming and some code suggestions. Sometimes it is too annoying to search and design codes as a university freshman student.

교육 기관: Lu W

•May 10, 2020

This is a well structured course. Concepts are explained very clearly. Tutors are awesome. The quiz is challenging but very helpful in improving the understanding to the course.

교육 기관: Guan W

•Feb 26, 2017

Wonderful course with helpful materials and assignments. I especially appreciate the depth of assignments, which really helped me discover blind spots in my knowledge structure.

교육 기관: Jiawei L

•Dec 25, 2017

Great course. Challenging quizzes later on but it was definitely worth it to take it (even though I'm already a Finance student and this is literally what I study at school)

교육 기관: Andrew P

•Apr 16, 2018

Very good to increase my already extensive financial knowledge. Easy to follow. Some of the concepts are difficult, but the instructors are good at breaking them down.

교육 기관: Aphiwat K

•Sep 27, 2017

Even the course required much basic knowledge of mathematics and formula, Model is clear and easy to understand. Also, instructor's comment in forum is warm and useful.

교육 기관: Fernanda R

•Jun 03, 2020

Excellent course, I studied finances in college so I have good bases (probability, algebra, calculus) and this was an great review and very challenging at some points.

교육 기관: Dr. R M

•Nov 15, 2017

Very informative and clear presentation of the material, which makes fun and allows to quickly learn the topics. Furthermore, interesting and practical quiz questions.