Informações sobre o curso
4.6
1,387 ratings
253 reviews
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....
Globe

cursos 100% online

Comece imediatamente e aprenda em seu próprio cronograma.
Calendar

Prazos flexíveis

Redefinir os prazos de acordo com sua programação.
Clock

Sugerido: 12 hours videos and quizzes

Aprox. 30 horas restantes
Comment Dots

English

Legendas: English

Habilidades que você terá

PricingFinancial ModelingFinancial RiskFinancial Engineering
Globe

cursos 100% online

Comece imediatamente e aprenda em seu próprio cronograma.
Calendar

Prazos flexíveis

Redefinir os prazos de acordo com sua programação.
Clock

Sugerido: 12 hours videos and quizzes

Aprox. 30 horas restantes
Comment Dots

English

Legendas: English

Programa - O que você aprenderá com este curso

1

Seção
Clock
29 minutos para concluir

Course Overview

An introduction to the course....
Reading
1 vídeo (Total de 9 min), 2 leituras
Video1 vídeos
Reading2 leituras
Course Overview10min
About Us10min

2

Seção
Clock
2 horas para concluir

Introduction to Basic Fixed Income Securities

Review of interest and basic fixed income securities; introduction to arbitrage pricing. ...
Reading
4 vídeos (Total de 70 min), 2 leituras, 1 teste
Video4 videos
Interest Rates and Fixed Income Instruments21min
Floating Rate Bonds and Term Structure of Interest Rates21min
Forward Contracts13min
Reading2 leituras
Lesson Supplements10min
Lesson Supplements10min
Quiz1 exercício prático
Introduction to Basic Fixed Income Securities14min

3

Seção
Clock
2 horas para concluir

Introduction to Derivative Securities

The mechanics of forwards, futures, swaps and options. Option pricing in the 1-period binomial model....
Reading
7 vídeos (Total de 99 min), 2 leituras, 1 teste
Video7 videos
Swaps10min
Futures 17min
Futures Excel7min
Options17min
Options Pricing13min
The 1-Period Binomial Model12min
Option Pricing in the 1-Period Binomial Model20min
Reading2 leituras
Lesson Supplements10min
Lesson Supplements10min
Quiz1 exercício prático
Introduction to Derivative Securities12min

4

Seção
Clock
2 horas para concluir

Option Pricing in the Multi-Period Binomial Model

Derivatives pricing in the binomial model including European and American options; handling dividends; pricing forwards and futures; convergence of the binomial model to Black-Scholes....
Reading
8 vídeos (Total de 95 min), 2 leituras, 1 teste
Video8 videos
What’s Going On?12min
Pricing American Options11min
Replicating Strategies16min
Including Dividends8min
Pricing Forwards and Futures in the Binomial Model11min
The Black-Scholes Model11min
An Example: Pricing a European Put on a Futures Contract6min
Reading2 leituras
Lesson Supplements10min
Quiz Instructions10min
Quiz1 exercício prático
Option Pricing in the Multi-Period Binomial Model16min
4.6
Direction Signs

33%

comecei uma nova carreira após concluir estes cursos
Briefcase

83%

consegui um benefício significativo de carreira com este curso

Melhores avaliações

por MMJul 12th 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

por NTJan 20th 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.

Instrutores

Martin Haugh

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

Garud Iyengar

Professor
Industrial Engineering and Operations Research Department

Sobre 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....

Perguntas Frequentes – FAQ

  • Once you enroll for a Certificate, you’ll have access to all videos, quizzes, and programming assignments (if applicable). Peer review assignments can only be submitted and reviewed once your session has begun. If you choose to explore the course without purchasing, you may not be able to access certain assignments.

  • When you purchase a Certificate you get access to all course materials, including graded assignments. Upon completing the course, your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile. If you only want to read and view the course content, you can audit the course for free.

Mais dúvidas? Visite o Central de Ajuda ao Aprendiz.