Volver a Financial Engineering and Risk Management Part II

4.7

462 calificaciones

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71 revisiones

Financial Engineering is a multidisciplinary field involving finance and economics, mathematics, statistics, engineering and computational methods. The emphasis of FE & RM Part II will be on the use of simple stochastic models to (i) solve portfolio optimization problems (ii) price derivative securities in various asset classes including equities and credit and (iii) consider some advanced applications of financial engineering including algorithmic trading and the pricing of real options. We will also consider the role that financial engineering played during the financial crisis.
We hope that students who complete the course and the prerequisite course (FE & RM Part I) will have a good understanding of 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....

Aug 23, 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.

Nov 20, 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.

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por Steven Y

•Jun 08, 2019

I really enjoyed this course and learned a lot. The quizzes were challenging but really forced me to think through the problems. The forums were very helpful when I got stuck. Thanks Professors!

por Haotian Z

•May 28, 2019

perfect course, nice professors, but somewhat very suitable for analytics of pricing not quantitative trading.

por Carlos S

•May 05, 2019

Great course structure. You get the chance to understand the mechanics around securities and derivatives valuation, as well as put in practice what you just have learnt by completing the exams.

por Artem B

•Apr 14, 2019

I enjoyed this course a lot. Very interesting material with references to the modern problems in the industry, great assignments that allow to practice the material and see how it works in practice.

For students it would be better to take part 1 first.

Big thanks to the teachers!

por Simone B

•Apr 09, 2019

No proof of many formula, some concepts should be introduced in more detail in order to make them fully comprehensible, e. g. LETF

por Shibbir A

•Feb 15, 2019

Excellent course overall with the opportunity to learn about complex products and their pricing, risk management and complex theories with practical exercise from a highly respected university. The course provides a real confidence in trading complex products.

por Simon K

•Feb 01, 2019

Challengin and iteresting course.

por Chi Z

•Jan 22, 2019

Excellent but challenging

por Md H U

•Aug 23, 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 Ishmeet S

•May 07, 2018

Tough but good!

por Chet S

•Apr 21, 2018

excellent course! questions were hard and had to really work to get the grades. I'll keep going back to the questions from time to time for a review.

por marco z

•Apr 02, 2018

nice course but more pratice exercises won't hurt

por Nelson d J M C

•Mar 30, 2018

Excelent course. The 5th week about Gaussian Copula was very dificult for me. I suggest to improve the explanation of this topic, and to give bibliography. I liked very much the Real Option themes. I would like to have the implementation of natural gas and electricity examples in excel. Thanks to professors Martin Haugh and Garud Iyengar and to the mentors in the forums.

por Xin Z

•Mar 17, 2018

The professors explained the concepts very clear in an intuitive way. The contents are real stuff and covers a wide range. Although some of them cannot go into depth, useful references are provided. I learned a lot. Thank you!

por Balachandra P H

•Feb 06, 2018

The course was interesting with challenging quizzes. I enjoyed it but struggled to complete the quizzes.

My only humble submission is that the course could have been made little more elaborate so that the understanding could have been better. More examples and exercise/quizzes would have given more practical value.

Thank you for both of your extraordinary efforts in bringing out this practical and valuable course.

por Vincent L

•Jan 29, 2018

very informative, difficult, and covers all the major topics. It's a bit brief in some areas, but I wouldn't want to do it all in one module. I don't see how Hull is follow-up material. We covered theory, options and fixed income applications more in-depth but some of the practical, industry-specific content is not present in the Hull book.

por Pengchong L

•Jan 12, 2018

Poor explanation. Lots of technical details. And it uses Excel.....

por Evgeniy Z

•Nov 13, 2017

Enjoyed this course, very good lectures and assignments.

por Mikhail Z

•Nov 09, 2017

Excellent course that builds on and expands the concepts learned in Part 1.

por LENDRICK R

•Oct 16, 2017

Loved the in depth study of the topics that were covered. I've a much better understanding of financial topics I was familiar with. :-)

por Yunfei C

•Sep 28, 2017

great course, great TA and great professors

por Hao Y

•Sep 10, 2017

It is really a great course on financial engineering! I have learned much from it, very useful and suggestive!

por ZE H Z

•Aug 23, 2017

very good course. Part II focuses more on asset allocation.

por Mikhailov R

•Jul 25, 2017

Some tasks were unclear, but overall great course

por Sisay M B

•Jun 30, 2017

It is a very good course with excellent learning materials and video lectures. For anyone interested to know about financial risk management and derivatives, it is a very good course with examples and practical exercises!

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