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

4.6

별점

2,077개의 평가

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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: Deleted A

•Apr 13, 2017

promising

교육 기관: Andrea

•May 24, 2016

Excellent

교육 기관: Marcus W

•Mar 14, 2016

Excellent

교육 기관: rajhi

•Oct 30, 2015

Excellent

교육 기관: Carlos G

•Sep 08, 2015

Excelent

교육 기관: Jie C

•Oct 23, 2016

Great!

교육 기관: Jhon A A C

•May 27, 2017

Well

교육 기관: Chen F

•Dec 27, 2015

Good

교육 기관: Harish H

•Dec 12, 2015

good

교육 기관: George L

•Aug 12, 2015

Ace!

교육 기관: Charalampos R

•May 19, 2016

top

교육 기관: Zhitao L

•Sep 22, 2015

A

교육 기관: Deny K

•Aug 15, 2015

E

교육 기관: Val S

•Oct 03, 2019

This was exactly the course I was looking for! It covered all the right topics and depth of material was perfect for what I needed. The instructors were clear and thorough. One aspect I felt did not work due to the online format was the learning opportunity by interacting with TA/other students. I attempted to do extra work assignments but could not get any questions answered in a reasonably timely fashion, and same goes for course material. I passed the course but feel it would be worth more if there was someone responding to student questions in the forums. That was the reason for 4 sta

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: Wenying Y

•Jul 26, 2019

Course material is quite challenging, most of it is in an appropriate level for me. But the quiz questions are often too hard compared to to what were taught in the lectures, and the spreadsheets used for those calculations are confusing, they are not clearly explained in the lectures at all, I think there are even some mistakes in some of them. Overall a worthy course, I learnt a lot from it. Looking forward to attend the 2nd one.

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: Dean C

•Aug 03, 2018

Interesting and well laid-out, the only improvements I would suggest are more effective ways to troubleshoot questions around the quizzes, as well as better integration of the optional sections at the end, which jump into heavy maths without practical examples, limiting the motivation for students to stick with them.

교육 기관: Charalambos L

•May 05, 2020

The course instructions should be more clear. The fact that week 8 is the revision material required for understanding many parts of the course is very strange. There should be also more examples of the exercises during the course than simply the test, whilst for the quiz there should be a form of better feedback.

교육 기관: charlie b

•May 27, 2020

The material is interesting, but the earlier sections require a large amount of independent research to get to the answer and the ideas are not explained in a way that tells you the purpose of the securities you are pricing, only how to price them. Towards the end of the course this gets better though.

교육 기관: Andrew S

•Jul 05, 2018

That particular course helps me to better comprehend the mechanisms of how financial instruments work. I am really grateful to professors who lecture a material and my special thanks to mentors and tutors for their assistance on the forum - without you I will not be able to complete that course.

교육 기관: Luca C

•Mar 02, 2020

Great course ! Very clear materials and challenging tests. Just too much focused on mathematic formulas rather than financial principles. I would definitely reccomend it to anybody willing to learn more about derivatives and other sophisticated financial instruments in general.

교육 기관: RAMESH R

•Oct 19, 2018

I have spent lot of time on this course, it is really excellent. Due to the concentrated information, it takes more time for me to learn the subject. Everything is explained very well with detailed notes on the topics. I hope I will finish this course one-day. Thanks

교육 기관: Hsuan-Chen P

•Oct 26, 2017

The entire course contents are really helpful and valuable. Professors explained the lecture clearly and the tutor was also really willing to help students with any questions. I'm going to continue taking the Financial Engineering and Risk Management Part 2.

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.