このコースについて
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....
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100%オンラインコース

自分のスケジュールですぐに学習を始めてください。
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推奨:12 hours videos and quizzes

約30時間で修了
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English

字幕:English

習得するスキル

PricingFinancial ModelingFinancial RiskFinancial Engineering
Globe

100%オンラインコース

自分のスケジュールですぐに学習を始めてください。
Calendar

柔軟性のある期限

スケジュールに従って期限をリセットします。
Clock

推奨:12 hours videos and quizzes

約30時間で修了
Comment Dots

English

字幕:English

シラバス - 本コースの学習内容

1

セクション
Clock
29分で修了

Course Overview

An introduction to the course....
Reading
1本の動画(合計9分), 2 readings
Video1件のビデオ
Reading2件の学習用教材
Course Overview10 分
About Us10 分

2

セクション
Clock
2時間で修了

Introduction to Basic Fixed Income Securities

Review of interest and basic fixed income securities; introduction to arbitrage pricing. ...
Reading
4本の動画(合計70分), 2 readings, 1 quiz
Video4件のビデオ
Interest Rates and Fixed Income Instruments21 分
Floating Rate Bonds and Term Structure of Interest Rates21 分
Forward Contracts13 分
Reading2件の学習用教材
Lesson Supplements10 分
Lesson Supplements10 分
Quiz1の練習問題
Introduction to Basic Fixed Income Securities14 分

3

セクション
Clock
2時間で修了

Introduction to Derivative Securities

The mechanics of forwards, futures, swaps and options. Option pricing in the 1-period binomial model....
Reading
7本の動画(合計99分), 2 readings, 1 quiz
Video7件のビデオ
Swaps10 分
Futures 17 分
Futures Excel7 分
Options17 分
Options Pricing13 分
The 1-Period Binomial Model12 分
Option Pricing in the 1-Period Binomial Model20 分
Reading2件の学習用教材
Lesson Supplements10 分
Lesson Supplements10 分
Quiz1の練習問題
Introduction to Derivative Securities12 分

4

セクション
Clock
2時間で修了

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本の動画(合計95分), 2 readings, 1 quiz
Video8件のビデオ
What’s Going On?12 分
Pricing American Options11 分
Replicating Strategies16 分
Including Dividends8 分
Pricing Forwards and Futures in the Binomial Model11 分
The Black-Scholes Model11 分
An Example: Pricing a European Put on a Futures Contract6 分
Reading2件の学習用教材
Lesson Supplements10 分
Quiz Instructions10 分
Quiz1の練習問題
Option Pricing in the Multi-Period Binomial Model16 分
4.6
Direction Signs

33%

コース終了後に新しいキャリアをスタートした
Briefcase

83%

コースが具体的なキャリアアップにつながった

人気のレビュー

by 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

by 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.

講師

Martin Haugh

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

Garud Iyengar

Professor
Industrial Engineering and Operations Research Department

Columbia Universityについて

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....

よくある質問

  • 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.

さらに質問がある場合は、受講者向けヘルプセンターにアクセスしてください。