Financial Engineering and Risk Management Part II に戻る

4.7

496件の評価

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75件のレビュー

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....

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!

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.

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by 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.

by Oluwatobiloba A

•Aug 27, 2019

I am really pleased with the content and delivery of the course

by QUOC T P

•Dec 17, 2016

This course is amazing

However, I do not give full score for it because it lack of some quizzes. I do expect we study more since there are many thing left behind.

by Luis E B

•Sep 17, 2015

V

by Murthy B

•Jul 19, 2016

Good content and nice explanations. The assignments might need a bit of clean up and couple places the Algo mentioned does not work as intended.

by 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.

by Edoardo A

•Nov 30, 2015

An useful analysis of the principal rules about the calculation of important financial instruments.

by Yufei S

•Jun 28, 2016

Very similar style with Part I. The instructors are clear in explaining the models. However, it would be more useful if the instructors can give several real-world examples on the financial market.

by Zhenghao L

•May 11, 2017

Some of the questions ins quizes are a little ambiguous. More instructions/explanations would be nice.

by Yao D Y

•Feb 10, 2016

Very useful and practical

by Nguyen P Q

•Dec 12, 2016

Quite useful and hard

by Ivan S

•Aug 04, 2016

Good course with practice in Excel

by Lei H

•Jun 22, 2017

I like most part of this course but some questions are quite confusing and not relevant to how much you understand the course material

by Haotian Z

•May 28, 2019

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

by Déodat V

•May 28, 2017

Still a good presentation of the efficient frontier, the sharp ratio, CAPM, the greeks, ,delta hedging, and the volatility surface. I would have prefer to stick to this program and to go a bit more in depht on the remaining modules.

by Pengchong L

•Jan 12, 2018

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

by 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

by Eran B H

•Sep 28, 2015

Answers to week 2 are wrong, no forum to discuss it, submitted a case over a month ago - still no reply.

by Michael N R

•Jun 13, 2016

Not at all what I expeted

by Karen A

•Sep 01, 2015

There's no way to get help in this course. I'm stuck on one of the quizzes -- probably just something easy that I've mis-read-- but there's no way to ask questions, so there's no way for me to complete the quiz. This is very frustrating!