Chevron Left
Zurück zu Financial Engineering and Risk Management Part I

Financial Engineering and Risk Management Part I, Columbia University

1,566 Bewertungen
280 Bewertungen

Über diesen Kurs

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". We hope that students who complete the course will begin to understand 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. The follow-on course FE & RM Part II will continue to develop derivatives pricing models but it will also focus on asset allocation and portfolio optimization as well as other applications of financial engineering such as real options, commodity and energy derivatives and algorithmic trading....


von MM

Jul 12, 2017

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

von NT

Jan 20, 2017

This course is amazing. The structure is very clear and coherent. It is very mathematically focused and the models are interesting. I would always recommend this course to my colleagues.

Filtern nach:

274 Bewertungen


May 13, 2019

Dr Haugh and Dr Iyengar are really amazing teachers. Learnt a lot.

von Kobe Gao

May 11, 2019

This course is really challgenging yet provides a very good overview of diffrent financial insturments. Higly recommend

von Jesus Oropeza

May 10, 2019

Pretty hard course, but extremely rewarding. I received a foundational knowledge about derivatives pricing. Even though I dont plan to apply this knowledge right now, I'm sure that it will be useful in a near future, as I plan to pursue a career in the finance sector.

von Steven Yodowitz

Apr 29, 2019

I enjoyed the course and it gave me a great introduction to financial engineering.

von Ezio Lauro

Apr 28, 2019

Good lectures and excellent exercises to test the understanding. Overall a very good course!

von Xiaoran Liu

Apr 09, 2019


von Artem Borin

Apr 06, 2019

Very good course. A lot of examples, great assignments

von Rohan Thanki

Mar 30, 2019

The material was excellent. Thank you for making this course and putting it on a public platform

von Tom Blanchard

Mar 30, 2019

Being new to investing and understanding financial products this course gave me great insight into the financial products that I'm interested in and gave me all the background I felt I needed to understand them.

von Sourav Ganguly

Mar 11, 2019

An Excellent course which really tested my understanding of the subject matter through challenging questions and rigorous assignments. The course matter is also very relevant and engaging. Through this course I have improved my understanding of the pricing mechanism of securities and derivatives. Thank You.