Acerca de este Curso
16,024

100 % en línea

Comienza de inmediato y aprende a tu propio ritmo.

Fechas límite flexibles

Restablece las fechas límite en función de tus horarios.

Aprox. 25 horas para completar

Sugerido: 13 hours videos and quizzes...

Inglés (English)

Subtítulos: Inglés (English)

Habilidades que obtendrás

Real Options ValuationDerivative (Finance)Risk ManagementReal Options

100 % en línea

Comienza de inmediato y aprende a tu propio ritmo.

Fechas límite flexibles

Restablece las fechas límite en función de tus horarios.

Aprox. 25 horas para completar

Sugerido: 13 hours videos and quizzes...

Inglés (English)

Subtítulos: Inglés (English)

Programa - Qué aprenderás en este curso

Semana
1
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...
6 videos (Total 97 minutos), 2 readings, 1 quiz
6 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
2 lecturas
Lesson Supplements10m
Quiz Instructions10m
1 ejercicio de práctica
Mean-Variance Analysis and CAPM Problem Set14m
Semana
2
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....
6 videos (Total 103 minutos), 2 readings, 1 quiz
6 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
2 lecturas
Lesson Supplements10m
Quiz Instructions10m
1 ejercicio de práctica
Practical Issues in Implementing Mean Variance Problem Set14m
Semana
3
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....
7 videos (Total 112 minutos), 2 readings, 1 quiz
7 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
2 lecturas
Lesson Supplements10m
Quiz Instructions10m
1 ejercicio de práctica
Equity Derivatives in Practice: Part I16m
Semana
4
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....
5 videos (Total 82 minutos), 1 reading
5 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
1 lectura
Lesson Supplements10m
Semana
5
3 horas para completar

Credit Derivatives and Structured Products

Mechanics and pricing of CDOs; exotic structured credit securities including CDO-squared’s and CDO-cubed’s. Risk management of these products and their role in the financial crisis....
9 videos (Total 122 minutos), 2 readings, 1 quiz
9 videos
The Gaussian Copula Model18m
A Simple Example: Part I13m
A Simple Example: Part II15m
The Mechanics of a “Synthetic” CDO Tranche10m
Computing the Fair Value of a CDO Tranche14m
Cash and Synthetic CDOs10m
Pricing and Risk Management of CDO Portfolios17m
CDO-Squared's and Beyond13m
2 lecturas
Lesson Supplements10m
Quiz Instructions10m
1 ejercicio de práctica
Credit Derivatives and Structured Products12m
Semana
6
2 horas para completar

Other Applications of Financial Engineering

Real options; energy and commodities modeling; algorithmic trading....
8 videos (Total 90 minutos), 2 readings, 1 quiz
8 videos
Optimal Execution10m
Portfolio Execution13m
Optimal Execution in Excel 17m
Optimal Execution in Excel 25m
Real Options12m
Valuation of Natural Gas and Electricity Related Options14m
Real Options in Excel11m
2 lecturas
Lesson Supplements10m
Quiz Instructions10m
1 ejercicio de práctica
Other Applications of Financial Engineering8m
Semana
7
3 horas para completar

Background Material

...
11 videos (Total 154 minutos), 1 reading
11 videos
Review of Conditional Expectations and Variances8m
Review of Multivariate Distributions11m
The Multivariate Normal Distribution6m
Introduction to Martingales14m
Introduction to Brownian Motion9m
Geometric Brownian Motion9m
Review of Vectors17m
Review of Matrices23m
Review of Linear Optimization19m
Review of Nonlinear Optimization 15m
1 lectura
Lesson Supplements10m
4.7
71 revisionesChevron Right

17%

comenzó una nueva carrera después de completar estos cursos

40%

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

12%

consiguió un aumento de sueldo o ascenso

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 Universidad de Columbia

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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