Acerca de este Curso
4.7
406 calificaciones
66 revisiones
100% online

100% online

Comienza de inmediato y aprende a tu propio ritmo.
Fechas límite flexibles

Fechas límite flexibles

Restablece las fechas límite en función de tus horarios.
Hours to complete

Aprox. 25 horas para completar

Sugerido: 13 hours videos and quizzes...
Available languages

Inglés (English)

Subtítulos: Inglés (English)...

Habilidades que obtendrás

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

100% online

Comienza de inmediato y aprende a tu propio ritmo.
Fechas límite flexibles

Fechas límite flexibles

Restablece las fechas límite en función de tus horarios.
Hours to complete

Aprox. 25 horas para completar

Sugerido: 13 hours videos and quizzes...
Available languages

Inglés (English)

Subtítulos: Inglés (English)...

Programa - Qué aprenderás en este curso

Semana
1
Hours to complete
2 horas para completar

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 videos (Total: 97 min), 2 readings, 1 quiz
Video6 videos
Introduction to Mean Variance in Excel9m
Efficient Frontier19m
Mean Variance with a Risk-free Asset14m
Risk-free Frontier in Excel13m
Capital Asset Pricing Model20m
Reading2 lecturas
Lesson Supplements10m
Quiz Instructions10m
Quiz1 ejercicio de práctica
Mean-Variance Analysis and CAPM Problem Set14m
Semana
2
Hours to complete
2 horas para completar

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 videos (Total: 103 min), 2 readings, 1 quiz
Video6 videos
Negative Exposures and Leveraged ETFs14m
Beyond Variance13m
Statistical Biases in Performance Evaluation17m
How Should Average Returns be Computed?14m
Survivorship Bias and Data Snooping23m
Reading2 lecturas
Lesson Supplements10m
Quiz Instructions10m
Quiz1 ejercicio de práctica
Practical Issues in Implementing Mean Variance Problem Set14m
Semana
3
Hours to complete
2 horas para completar

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 videos (Total: 112 min), 2 readings, 1 quiz
Video7 videos
The Black-Scholes Model8m
The Greeks: Delta and Gamma19m
The Greeks: Vega and Theta18m
Risk-Management of Derivatives Portfolios16m
Delta-Hedging14m
The Volatility Surface23m
Reading2 lecturas
Lesson Supplements10m
Quiz Instructions10m
Quiz1 ejercicio de práctica
Equity Derivatives in Practice: Part I16m
Semana
4
Hours to complete
2 horas para completar

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 videos (Total: 82 min), 1 reading
Video5 videos
Why is There a Skew?14m
What the Volatility Surface Tells Us17m
Pricing Derivatives Using the Volatility Surface21m
Beyond the Volatility Surface and Black-Scholes19m
Reading1 lectura
Lesson Supplements10m
4.7
Career direction

25%

comenzó una nueva carrera después de completar estos cursos
Career Benefit

83%

consiguió un beneficio tangible en su carrera profesional gracias a este curso

Principales revisiones

por 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.

por 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.

Instructores

Avatar

Martin Haugh

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

Garud Iyengar

Professor
Industrial Engineering and Operations Research Department

Acerca de 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....

Preguntas Frecuentes

  • Una vez que te inscribes para obtener un Certificado, tendrás acceso a todos los videos, cuestionarios y tareas de programación (si corresponde). Las tareas calificadas por compañeros solo pueden enviarse y revisarse una vez que haya comenzado tu sesión. Si eliges explorar el curso sin comprarlo, es posible que no puedas acceder a determinadas tareas.

  • Cuando compras un Certificado, obtienes acceso a todos los materiales del curso, incluidas las tareas calificadas. Una vez que completes el curso, se añadirá tu Certificado electrónico a la página Logros. Desde allí, puedes imprimir tu Certificado o añadirlo a tu perfil de LinkedIn. Si solo quieres leer y visualizar el contenido del curso, puedes participar del curso como oyente sin costo.

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