About this course: 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.

Created by:  Columbia University
Columbia University
  • Martin Haugh

    Taught by:  Martin Haugh, Co-Director, Center for Financial Engineering

    Industrial Engineering & Operations Research
  • Garud Iyengar

    Taught by:  Garud Iyengar, Professor

    Industrial Engineering and Operations Research Department
Commitment 13 hours videos and quizzes
Language
English
How To Pass Pass all graded assignments to complete the course.
User Ratings
4.7 stars
Average User Rating 4.7See what learners said

Size: 744.49M

 


 

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