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返回到 金融工程与风险管理,第 2 部分

金融工程与风险管理,第 2 部分, 哥伦比亚大学

4.7
454 个评分
70 个审阅

课程信息

Financial Engineering is a multidisciplinary field involving finance and economics, mathematics, statistics, engineering and computational methods. The emphasis of FE & RM Part II will be on the use of simple stochastic models to (i) solve portfolio optimization problems (ii) price derivative securities in various asset classes including equities and credit and (iii) consider some advanced applications of financial engineering including algorithmic trading and the pricing of real options. We will also consider the role that financial engineering played during the financial crisis. We hope that students who complete the course and the prerequisite course (FE & RM Part I) will have a good understanding of 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....

热门审阅

创建者 MU

Aug 23, 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 DL

Nov 20, 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.

筛选依据:

66 个审阅

创建者 Artem Borin

Apr 14, 2019

I enjoyed this course a lot. Very interesting material with references to the modern problems in the industry, great assignments that allow to practice the material and see how it works in practice.

For students it would be better to take part 1 first.

Big thanks to the teachers!

创建者 Simone Boi

Apr 09, 2019

No proof of many formula, some concepts should be introduced in more detail in order to make them fully comprehensible, e. g. LETF

创建者 Shibbir Ahmed

Feb 15, 2019

Excellent course overall with the opportunity to learn about complex products and their pricing, risk management and complex theories with practical exercise from a highly respected university. The course provides a real confidence in trading complex products.

创建者 Simon Kapstan

Feb 01, 2019

Challengin and iteresting course.

创建者 Chi Zhang

Jan 22, 2019

Excellent but challenging

创建者 Md Hamza Umar

Aug 23, 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 Ishmeet Singh

May 07, 2018

Tough but good!

创建者 Chet Sharma

Apr 21, 2018

excellent course! questions were hard and had to really work to get the grades. I'll keep going back to the questions from time to time for a review.

创建者 marco zazzini

Apr 02, 2018

nice course but more pratice exercises won't hurt

创建者 Nelson de J. Martinez Cedeño

Mar 30, 2018

Excelent course. The 5th week about Gaussian Copula was very dificult for me. I suggest to improve the explanation of this topic, and to give bibliography. I liked very much the Real Option themes. I would like to have the implementation of natural gas and electricity examples in excel. Thanks to professors Martin Haugh and Garud Iyengar and to the mentors in the forums.