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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

4.5
별점
46개의 평가
15개의 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

YW

2022년 2월 25일

Really nice lectures and the lectures are easy to follow and lecture notes are very logically written with a lot of nice examples. Highly recommended for anyone who has solid math backgrounds.

AB

2021년 9월 14일

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

필터링 기준:

Introduction to Financial Engineering and Risk Management의 16개 리뷰 중 1~16

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: Qihan L

2021년 12월 11일

Overall, it is a good course. But the notations of some symbols are different compared to the ones in math, such as standard deviation is the price but written in %. It would be great if there is always a clear definition of all the symbols in both courses PPT and quiz.

교육 기관: Jan M

2022년 1월 23일

G​reat course. The topics were introduced in a clear and concise way. Unlike many other courses, this one is very mathematical (in a good way). Definietely recommend for everyone who's interesed in Financian Engineering and Risk Management.

교육 기관: Kulendra J

2021년 12월 26일

This is a good stepping stone for anyone who want to move in to the financial engineering domain. If you are already in the domain, you would know most of these concepts and might be useful as a refresher.

교육 기관: Yi W

2022년 2월 26일

Really nice lectures and the lectures are easy to follow and lecture notes are very logically written with a lot of nice examples. Highly recommended for anyone who has solid math backgrounds.

교육 기관: Henrique M G

2022년 7월 1일

Great course, covering lots of complex topics. Would appreciate some exercises to test the knowledge before the review and assignments

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: Tanele P D

2022년 1월 10일

The course is interestingly challenging, and tough at the same time.

교육 기관: Ghalid B

2021년 10월 21일

Really enjoyed this course.

교육 기관: Oğuzhan A

2022년 5월 21일

amamzing course

교육 기관: Poonnawit S

2021년 9월 1일

no pain no gain

교육 기관: Fernando J M E

2022년 3월 27일

Thank you!

교육 기관: Rami K

2022년 2월 5일

Too much material is not covered

교육 기관: Zachary

2022년 2월 13일

It would be better if some important topics are much more detailed explained

교육 기관: Gonzalo G A E

2022년 6월 23일

Not great.

Has a lot of notation inconcistencies (or omisions when explaining what the variables are) wich make following the material unnecessarily confusing.