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

4.6

1,711개의 평가

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305개의 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

Jan 20, 2017

This course is amazing. The structure is very clear and coherent. It is very mathematically focused and the models are interesting. I would always recommend this course to my colleagues.

필터링 기준:

교육 기관: Morgan S

•Aug 09, 2016

Good course for a dry subject. I feel that the modeling could've been more thoroughly explain. For example, the professor could've used cases to analyze/explain what relationships between variables signify in greater detail.

교육 기관: Antonio S

•Feb 06, 2017

Gorgeous

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: 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: 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: 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: Oliver O

•Jun 18, 2017

Very Good and instructive. The Excel sheets are good to have as tools.

교육 기관: Orazio B

•Dec 01, 2015

A very interested course. Only suggestion:

a. if possibile more interation with the professors

b. being more realistic in the case studies

교육 기관: Marco D L

•Jun 11, 2017

Great course. However to get the highest score in the assignments you are sometimes required to understand concepts not explained in the videos or slides.

교육 기관: Alfonso D

•Feb 19, 2017

The course in general is fine. Although it is not an introductory level, and users should be aware of it. By the time you finish it, you will have an idea of how financial engineering works and will understand the math behind the scenes. The required level of mathematics is not very high, and high-school maths are enough to follow the formalism. Also, several assignments are done in Excel, so basic knowledge of its features will help.

교육 기관: sebastian w

•Feb 27, 2016

Challenging course but I've really got a good sense of the mechanics of main financial instruments such as bonds, options, futures, swaptions, etc. Being able to do all the exercises in Excel is pretty convenient. Exercises are difficult because there is no feedback - it's either right or wrong.

교육 기관: Michael A R

•Mar 31, 2017

Good introduction to term structure modeling, arbitrage and other similar topics, quizes were challenging and required independent thought. Good course overall, the lack of guidance on incorrect quiz questions except for through the forum is the only reason for a loss of star.

교육 기관: Wei D

•Jun 21, 2016

It has better content provided than ours.

교육 기관: Michael S

•Jan 19, 2018

there is one flaw that the video is kind of obscured.

교육 기관: Jung H S

•Jun 04, 2017

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교육 기관: Shyam S

•Sep 10, 2017

It's a very interesting and an excellent course for the people who are interested in finance and management. The forum is highly active and the course mentors have really been helpful. It can be cracked and solved easily if one has adept knowledge of Numerical methods (Interpolation and extrapolation), Microsoft Excel which covers almost 75% of the work apart from the formulas.

교육 기관: Déodat V

•Apr 18, 2017

Really good insight into the pricing of financial instruments

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: Aaron C

•Dec 30, 2015

Inconsitencies in instructions and information for some assignments otherwise very good

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: Yufei S

•Jun 10, 2016

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: ASHWIN

•Apr 17, 2017

Finding it interesting

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: Kieran M

•Jan 19, 2017

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

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.