课程信息
4.7
407 个评分
66 个审阅
100% 在线

100% 在线

立即开始,按照自己的计划学习。
可灵活调整截止日期

可灵活调整截止日期

根据您的日程表重置截止日期。
完成时间(小时)

完成时间大约为25 小时

建议:13 hours videos and quizzes...
可选语言

英语(English)

字幕:英语(English)...

您将获得的技能

Real Options ValuationDerivative (Finance)Risk ManagementReal Options
100% 在线

100% 在线

立即开始,按照自己的计划学习。
可灵活调整截止日期

可灵活调整截止日期

根据您的日程表重置截止日期。
完成时间(小时)

完成时间大约为25 小时

建议:13 hours videos and quizzes...
可选语言

英语(English)

字幕:英语(English)...

教学大纲 - 您将从这门课程中学到什么

1
完成时间(小时)
完成时间为 2 小时

Mean-Variance Analysis and CAPM

Problem formulation and solution; the efficient frontier; including the risk-free asset; the Capital Asset Pricing Model (CAPM);implications of CAPM: α, β, security and capital market lines...
Reading
6 个视频(共 97 分钟), 2 个阅读材料, 1 个测验
Video6 个视频
Introduction to Mean Variance in Excel9分钟
Efficient Frontier19分钟
Mean Variance with a Risk-free Asset14分钟
Risk-free Frontier in Excel13分钟
Capital Asset Pricing Model20分钟
Reading2 个阅读材料
Lesson Supplements10分钟
Quiz Instructions10分钟
Quiz1 个练习
Mean-Variance Analysis and CAPM Problem Set14分钟
2
完成时间(小时)
完成时间为 2 小时

Practical Issues in Implementing Mean Variance

Problems with mean-variance analysis; ETFs and leveraged ETFs; VaR and CVaR for asset allocation; survivorship bias, performance evaluation and other statistical pitfalls....
Reading
6 个视频(共 103 分钟), 2 个阅读材料, 1 个测验
Video6 个视频
Negative Exposures and Leveraged ETFs14分钟
Beyond Variance13分钟
Statistical Biases in Performance Evaluation17分钟
How Should Average Returns be Computed?14分钟
Survivorship Bias and Data Snooping23分钟
Reading2 个阅读材料
Lesson Supplements10分钟
Quiz Instructions10分钟
Quiz1 个练习
Practical Issues in Implementing Mean Variance Problem Set14分钟
3
完成时间(小时)
完成时间为 2 小时

Equity Derivatives in Practice: Part I

Problems with mean-variance analysis; ETFs and leveraged ETFs; VaR and CVaR for asset allocation; survivorship bias, performance evaluation and other statistical pitfalls....
Reading
7 个视频(共 112 分钟), 2 个阅读材料, 1 个测验
Video7 个视频
The Black-Scholes Model8分钟
The Greeks: Delta and Gamma19分钟
The Greeks: Vega and Theta18分钟
Risk-Management of Derivatives Portfolios16分钟
Delta-Hedging14分钟
The Volatility Surface23分钟
Reading2 个阅读材料
Lesson Supplements10分钟
Quiz Instructions10分钟
Quiz1 个练习
Equity Derivatives in Practice: Part I16分钟
4
完成时间(小时)
完成时间为 2 小时

Equity Derivatives in Practice: Part II

More about Black-Scholes, the Greeks and delta-hedging; the volatility surface; pricing derivatives using the volatility surface; model calibration....
Reading
5 个视频(共 82 分钟), 1 个阅读材料
Video5 个视频
Why is There a Skew?14分钟
What the Volatility Surface Tells Us17分钟
Pricing Derivatives Using the Volatility Surface21分钟
Beyond the Volatility Surface and Black-Scholes19分钟
Reading1 个阅读材料
Lesson Supplements10分钟
4.7
66 个审阅Chevron Right
职业方向

25%

完成这些课程后已开始新的职业生涯
工作福利

83%

通过此课程获得实实在在的工作福利

热门审阅

创建者 MUAug 23rd 2018

One of the best courses available on Coursera! If you're interested in Quantitative Finance or trying to get a good idea of what financial engineering entails, please take this course.

创建者 DLNov 20th 2015

This course is challenging and the skills learnt are valuable. The materials are well-made and formulas well-defined. I hope they provide more practice quizzes.

讲师

Avatar

Martin Haugh

Co-Director, Center for Financial Engineering
Industrial Engineering & Operations Research
Avatar

Garud Iyengar

Professor
Industrial Engineering and Operations Research Department

关于 Columbia University

For more than 250 years, Columbia has been a leader in higher education in the nation and around the world. At the core of our wide range of academic inquiry is the commitment to attract and engage the best minds in pursuit of greater human understanding, pioneering new discoveries and service to society....

常见问题

  • 注册以便获得证书后,您将有权访问所有视频、测验和编程作业(如果适用)。只有在您的班次开课之后,才可以提交和审阅同学互评作业。如果您选择在不购买的情况下浏览课程,可能无法访问某些作业。

  • 您购买证书后,将有权访问所有课程材料,包括评分作业。完成课程后,您的电子课程证书将添加到您的成就页中,您可以通过该页打印您的课程证书或将其添加到您的领英档案中。如果您只想阅读和查看课程内容,可以免费旁听课程。

还有其他问题吗?请访问 学生帮助中心