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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
2,303개의 평가
452개의 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 446개 리뷰 중 126~150

교육 기관: Yue Z

2016년 12월 11일

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

2019년 7월 6일

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

2018년 2월 20일

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

2020년 4월 25일

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

2018년 8월 26일

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

2019년 1월 4일

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: Daniel M

2021년 4월 11일

Excellent course, very useful models already available in excel. I would have liked to have some "bonus" question on more exotic products to test myself without compromise the completion of the course

교육 기관: Nik B

2018년 8월 16일

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: chloe_liuy

2017년 8월 27일

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

2019년 10월 21일

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: episode

2017년 6월 9일

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: Sumanesh M

2016년 11월 3일

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

2017년 8월 12일

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

2020년 6월 7일

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

2020년 5월 10일

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

2017년 2월 26일

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

2017년 12월 25일

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

2018년 4월 16일

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

2017년 9월 27일

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 O

2020년 6월 2일

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

2017년 11월 15일

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

교육 기관: Eric L

2020년 3월 14일

I think this is a great course. I know we've only scratched the surface on the topics covered and simplified things but it was nevertheless a worthwhile experience.

교육 기관: Carlos S

2018년 2월 15일

Very good course, I learned a lot with the teachers. It is a course that I recommend for all my friends. Thanks a lot for everyone that participated in the course.

교육 기관: Amilcar V

2017년 3월 19일

It was OK! One of the most valuable parts of this course are their excels woorksheets, very very useful. Moreover, the clever view of the trainers is fantastic.

교육 기관: Tim B

2016년 1월 24일

Brilliant course! It requires some prerequisite knowledge of finance and quantitative analysis but introduces you to financial concepts from a new perspective.