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".
金融工程与风险管理，第 1 部分
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来自金融工程与风险管理，第 1 部分的热门评论
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
Very well presented, structured and selected material, easy to follow, relevant and interesting. Quizz problems are well thought through and have a reasonable degree of difficulty and length.
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.
The material is clear stated, the volume and the deepness of the course is substantial, the supplements are very helpful. The spreadsheets can even use as basis for practice modelling.
Good content, especially liked how professor Haugh explained things. Some assignments could have clearer instructions - but discussion forums are useful to troubleshoot the problems.
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.
Some of the models are not what's really used on the street. e.g. Street uses SABR and Black-73 to price swaptions. The quiz instruction is also a bit amibious for some questions.
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.
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.
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)
The instructors have come up with an excellent introductory material into valuation of different instruments. The concepts are very clear and the assignments helped a lot.
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.