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Introduction to Financial Engineering and Risk Management(으)로 돌아가기

컬럼비아대학교의 Introduction to Financial Engineering and Risk Management 학습자 리뷰 및 피드백

15개의 평가
5개의 리뷰

강좌 소개

Introduction to Financial Engineering and Risk Management course belongs to the Financial Engineering and Risk Management Specialization and it provides a fundamental introduction to fixed income securities, derivatives and the respective pricing models. The first module gives an overview of the prerequisite concepts and rules in probability and optimization. This will prepare learners with the mathematical fundamentals for the course. The second module includes concepts around fixed income securities and their derivative instruments. We will introduce present value (PV) computation on fixed income securities in an arbitrage free setting, followed by a brief discussion on term structure of interest rates. In the third module, learners will engage with swaps and options, and price them using the 1-period Binomial Model. The final module focuses on option pricing in a multi-period setting, using the Binomial and the Black-Scholes Models. Subsequently, the multi-period Binomial Model will be illustrated using American Options, Futures, Forwards and assets with dividends....

최상위 리뷰

필터링 기준:

Introduction to Financial Engineering and Risk Management의 5개 리뷰 중 1~5

교육 기관: Carina E

2021년 8월 25일

The course starts with a prerequesite test which is highly theoretical with no practical use. The lectures are basically just reading & deducting some formulas, without explaining the concepts behind. The test is impossible to succeed based on the information given in the lectures, and even with some time spent on googling/youtubing supporting material, I personally found it hard to get to the answers.

교육 기관: Lalit D

2021년 9월 19일

This is a brilliant course. You need a really good understanding of probability theory, you can do measure theory if you want but not necessary since the instructors didn't follow sigma algebra since it deals with only discrete-time models. It's not an easy course in any way shape or form. I spent a whole week studying probability theory to pass week 1 which is on pre-requisites. I would recommend you to go through MIT 18.S096's Math lectures since they cover most of the math covered in good detail, like Martingales and basics of Stochastic Calculus.

The quizzes are really interesting and a bit hard to get answers. You have to churn through, search google, read relevant articles and then possibly you might get answers.

TL;DR: It's a really good course but you need to study diligently and should have a good understanding of Probability theory.

교육 기관: Alvaro B

2021년 9월 15일

Great course, but the math at the beginning was never used. Probably better to introduce math on the go.

교육 기관: Ghalid B

2021년 10월 21일

Really enjoyed this course.

교육 기관: Poonnawit S

2021년 9월 1일

no pain no gain