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.

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.

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.

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.

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.

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.

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

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

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

Really enjoyed this course.

amamzing course

no pain no gain

Thank you!

Too much material is not covered

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

Not great.

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