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

4.6

별점

2,080개의 평가

•

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

Aug 11, 2015

The content of this course is apropiate for drive the finances and risk, We be lear more about this course\n\nI am Engenier in Sofware, the know of finances is aplicable in anyware software.

필터링 기준:

교육 기관: Diederik K

•Jul 30, 2019

This course I quite hard and demanding, this also makes it challenging!

교육 기관: Anshul S T

•Apr 18, 2020

Good use of complex mathematical models to price derivative securities

교육 기관: Oliver O

•Jun 18, 2017

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

교육 기관: Javier d P

•Apr 06, 2020

Perfectly structured and easy learning. Can't wait for doing part II

교육 기관: Nitin B

•Jan 02, 2020

Good course to sharpen your skills for a job in financial services.

교육 기관: Hilmi E

•Jun 03, 2017

Excellent overview .. Good assignments that enhance the lectures..

교육 기관: benkim

•Jun 14, 2020

easy to understand but hard to solve quizs..(chooser option...!)

교육 기관: Déodat V

•Apr 18, 2017

Really good insight into the pricing of financial instruments

교육 기관: Michael S

•Jan 19, 2018

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

교육 기관: Enrico M

•Jun 20, 2020

Very Interesting course. I would put more exercises

교육 기관: Jumana P

•May 30, 2020

The course is extremely Challenging but worth.

교육 기관: Aditya S

•May 14, 2018

It was a great course, a bit advanced though.

교육 기관: Wei D

•Jun 21, 2016

It has better content provided than ours.

교육 기관: Connie X

•Aug 14, 2019

The background material is in Week 8.

교육 기관: Bei J

•Apr 21, 2017

Great course. Highly recommend.

교육 기관: ASHWIN

•Apr 17, 2017

Finding it interesting

교육 기관: Somanshu M

•Aug 08, 2019

Very good course...

교육 기관: Antonio S

•Feb 06, 2017

Gorgeous

교육 기관: Duvakli S

•Jun 08, 2020

Thanks

교육 기관: Jung H S

•Jun 04, 2017

g

교육 기관: Steven R

•Aug 19, 2015

G

교육 기관: Andrew M

•Jun 11, 2020

The course is OK. You can learn the material if you work hard to find external sources to help.

A few problems with the course... First, the people speaking in the lectures seem to be speed reading off of a piece of paper, trying to make every video below a certain time threshold. It feels less like teaching, and more like listening to someone read. Second, the handwriting is pretty bad throughout, sometimes illegible. Third, the course significantly lacks example problems along with solutions (showing work) to those problems. Lastly, this course lacks practicality. It would be nice to understand more about uses (expand on calibration of binomial options models, for example).

I have coded some examples for those looking for an extra place to learn the algorithms/math associated with some of the important points of this course: https://github.com/amittleider/FinancialEngineering .

교육 기관: Ved B

•Apr 30, 2020

The course content is excellent and is very wisely chosen. However more simplification is necessary. For a student with good knowledge of financial derivatives but limited knowledge of the mathematics behind it, the explanation provided by the instructors may prove to be highly insufficient (from week 4 onwards). More examples should be added by the instructors so as to make the content interesting. Interview with Emmanuel Derman was note worthy.

One more suggestion - the exercises seemed difficult in relation to the course content. A slight mismatch in the answers ( 5.62 vs 5.63) is taken as an incorrect entry. The instructors may consider providing a short range of correct answers in the system so that such mismatches do not occur.

교육 기관: Roger S

•May 18, 2020

The material is engaging, interesting, and challenging; the instructors' lectures are generally good quality and easy enough to follow. However, some of the quizzes are horrendous and lead to hours upon hours of frustration as you try to get the EXACT answer to enter into the input box in order for it to be accepted as "correct". Some of quizzes rely far too much on the minutiae of Excel spreadsheet fine-tuning and can be VERY frustrating to navigate. It might be better to test general understanding of concepts or find some other way to design these quizzes. Otherwise, good course.

교육 기관: Chatura C L

•Jul 08, 2020

The basic ideas are taught very nicely in the course, but I would have wished to see some more advanced maths such as some integrals computed in order to determine option prices and maybe a continuous time (BDT) model. At some point it was tiring to go through the binomial model.

Nevertheless the course was very interesting. Thank you very much!