Retour à Ingénierie financière et gestion des risques partie 2

4.7

495 notes

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75 avis

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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par Donald M

•Dec 30, 2015

really good lecture ! support it !

par 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!

par Jorge H F

•Mar 27, 2017

Useful in general, it is not very advanced but gives you a good overview.

par Mikhailov R

•Jul 25, 2017

Some tasks were unclear, but overall great course

par 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.

par Brian W

•Dec 01, 2016

Great course!

par Bouazza S

•Feb 06, 2016

Excellent course ! I'm glad I paid for the certification too as it helps me commit to the completion of the course. The lectures in part I and II of the course greatly helped me in landing a cool internship in financial engineering in the Pricing & Development team of Societe Generale Africa Technologies and Services in Casablanca, Morocco and I'm currently doing very well at the company.

par Alexander M

•May 10, 2016

Good lectures and exercises. After this course I had much more understanding how the financial crisis had happened.

par Sandeep J

•Jan 03, 2017

These two are excellent courses. Cannot recommend them enough. High Quality lectures, quality assignments, and excellent content. If you would like to understand fundamentals of Derivatives pricing and risk management, then don't think or wait. Just enroll into these courses and have very productive 15-16 weeks of learning!

par Ishmeet S

•May 07, 2018

Tough but good!

par Aydar M

•Feb 28, 2016

Just what I need to prepare for CFA Level 2!

par Viswanath N

•Nov 13, 2016

Good material and grounded introduction to the complexity of the real world applications of the subject matter.

par Maxim K

•May 29, 2016

Great course! Thank you!)

par 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. :-)

par Yue Z

•Dec 25, 2016

Very broad range of topics. Unlike FE&RM Part I, this part requires us to develop Excel formulas independently.

Although all those quiz can be finished within a week, further review of the course is needed to gain better understanding of those core ideas.

par 严晓琦

•Jun 19, 2017

challenging and useful

par 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.

par Jhon A A C

•May 22, 2017

Good

par 仇艺蒙

•Feb 16, 2016

I choose this course maybe september at 2015. however, i haven't take this course till now:)

par Olivia D

•May 30, 2017

Very helpful! Learned a lot about financial modelling! Clear explanation on limitation and how to use it in real life!

par Yunfei C

•Sep 28, 2017

great course, great TA and great professors

par 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.

par marco z

•Apr 02, 2018

nice course but more pratice exercises won't hurt

par 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.

par 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!