Creada por:   Columbia University

  • Martin Haugh

    Enseñado por:    Martin Haugh, Co-Director, Center for Financial Engineering

    Industrial Engineering & Operations Research

  • Garud Iyengar

    Enseñado por:    Garud Iyengar, Professor

    Industrial Engineering and Operations Research Department
Commitment13 hours videos and quizzes
Language
English
How To PassPass all graded assignments to complete the course.
User Ratings
4.7 stars
Average User Rating 4.7See what learners said
Programa

Preguntas Frecuentes
Cómo funciona
Trabajo del curso
Trabajo del curso

Cada curso es como un libro de texto interactivo, con videos pregrabados, cuestionarios y proyectos.

Ayuda de tus compañeros
Ayuda de tus compañeros

Conéctate con miles de estudiantes y debate ideas y materiales del curso, y obtén ayuda para dominar los conceptos.

Certificados
Certificados

Obtén reconocimiento oficial por tu trabajo y comparte tu éxito con amigos, compañeros y empleadores.

Creadores
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.
Calificaciones y revisiones
Calificado 4.7 de 5 234 calificaciones

Useful in general, it is not very advanced but gives you a good overview.

Great!

These two are excellent courses. Cannot recommend them enough. High Quality lectures, quality assignments, and excellent content. If you would like to understand fundamentals of Derivatives pricing and risk management, then don't think or wait. Just enroll into these courses and have very productive 15-16 weeks of learning!

Very broad range of topics. Unlike FE&RM Part I, this part requires us to develop Excel formulas independently.

Although all those quiz can be finished within a week, further review of the course is needed to gain better understanding of those core ideas.