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".
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Ingénierie financière et gestion des risques partie 1
Université ColumbiaÀ propos de ce cours
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Résultats de carrière des étudiants
40%
ont commencé une nouvelle carrière après avoir terminé ce cours
38%
ont bénéficié d'un avantage concret dans leur carrières grâce à ce cours
Certificat partageable
Obtenez un Certificat lorsque vous terminez
100 % en ligne
Commencez dès maintenant et apprenez aux horaires qui vous conviennent.
Dates limites flexibles
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Approx. 16 heures pour terminer
Anglais
Sous-titres : Anglais
Compétences que vous acquerrez
PricingFinancial ModelingFinancial RiskFinancial Engineering
Résultats de carrière des étudiants
40%
ont commencé une nouvelle carrière après avoir terminé ce cours
38%
ont bénéficié d'un avantage concret dans leur carrières grâce à ce cours
Certificat partageable
Obtenez un Certificat lorsque vous terminez
100 % en ligne
Commencez dès maintenant et apprenez aux horaires qui vous conviennent.
Dates limites flexibles
Réinitialisez les dates limites selon votre disponibilité.
Approx. 16 heures pour terminer
Anglais
Sous-titres : Anglais
Offert par
Université 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.
Programme du cours : ce que vous apprendrez dans ce cours
29 minutes pour terminer
Course Overview
An introduction to the course.
29 minutes pour terminer
1 vidéo (Total 9 min), 2 lectures
1 vidéo
Course Overview8 min
2 lectures
Course Overview10 min
About Us10 min
2 heures pour terminer
Introduction to Basic Fixed Income Securities
Review of interest and basic fixed income securities; introduction to arbitrage pricing.
2 heures pour terminer
4 vidéos (Total 70 min), 2 lectures, 1 quiz
4 vidéos
Interest Rates and Fixed Income Instruments21 min
Floating Rate Bonds and Term Structure of Interest Rates21 min
Forward Contracts13 min
2 lectures
Lesson Supplements10 min
Lesson Supplements10 min
1 exercice pour s'entraîner
Introduction to Basic Fixed Income Securities14 min
2 heures pour terminer
Introduction to Derivative Securities
The mechanics of forwards, futures, swaps and options. Option pricing in the 1-period binomial model.
2 heures pour terminer
7 vidéos (Total 99 min), 2 lectures, 1 quiz
7 vidéos
Swaps10 min
Futures 17 min
Futures Excel7 min
Options17 min
Options Pricing13 min
The 1-Period Binomial Model12 min
Option Pricing in the 1-Period Binomial Model20 min
2 lectures
Lesson Supplements10 min
Lesson Supplements10 min
1 exercice pour s'entraîner
Introduction to Derivative Securities12 min
2 heures pour terminer
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.
2 heures pour terminer
8 vidéos (Total 95 min), 2 lectures, 1 quiz
8 vidéos
What’s Going On?12 min
Pricing American Options11 min
Replicating Strategies16 min
Including Dividends8 min
Pricing Forwards and Futures in the Binomial Model11 min
The Black-Scholes Model11 min
An Example: Pricing a European Put on a Futures Contract6 min
2 lectures
Lesson Supplements10 min
Quiz Instructions10 min
1 exercice pour s'entraîner
Option Pricing in the Multi-Period Binomial Model16 min
Avis
Meilleurs avis pour INGÉNIERIE FINANCIÈRE ET GESTION DES RISQUES PARTIE 1
par MM11 juil. 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
par JD9 déc. 2015
Very well presented, structured and selected material, easy to follow, relevant and interesting. Quizz problems are well thought through and have a reasonable degree of difficulty and length.
par EG10 août 2015
The content of this course is apropiate for drive the finances and risk, We be lear more about this course I am Engenier in Sofware, the know of finances is aplicable in anyware software.
par NT19 janv. 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.
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