Columbia University
Financial Engineering and Risk Management Specialization
Columbia University

Financial Engineering and Risk Management Specialization

Advance Your Knowledge in Financial Engineering . Build the fundamentals and technical skills in financial engineering

Martin Haugh
Garud Iyengar
Ali Hirsa

Instructors: Martin Haugh

26,528 already enrolled

Included with Coursera Plus

Get in-depth knowledge of a subject
4.6

(300 reviews)

Intermediate level

Recommended experience

2 months
at 10 hours a week
Flexible schedule
Learn at your own pace
Get in-depth knowledge of a subject
4.6

(300 reviews)

Intermediate level

Recommended experience

2 months
at 10 hours a week
Flexible schedule
Learn at your own pace

What you'll learn

  • 1. Valuing options, swaps, forwards, futures, and other complex financial derivatives using stochastic models

  • 2. Develop a systematic, data-driven approach to formulating modeled returns and risks for significant asset classes and optimal portfolios

  • 3. Back test and implement trading models and signals in an active, live trading environment

Details to know

Shareable certificate

Add to your LinkedIn profile

Taught in English

See how employees at top companies are mastering in-demand skills

Placeholder

Advance your subject-matter expertise

  • Learn in-demand skills from university and industry experts
  • Master a subject or tool with hands-on projects
  • Develop a deep understanding of key concepts
  • Earn a career certificate from Columbia University
Placeholder
Placeholder

Earn a career certificate

Add this credential to your LinkedIn profile, resume, or CV

Share it on social media and in your performance review

Placeholder

Specialization - 5 course series

Introduction to Financial Engineering and Risk Management

Course 119 hours4.6 (233 ratings)

What you'll learn

Skills you'll gain

Category: Volatility Smile
Category: Computer Programming
Category: Implied Volatility
Category: Synthetic Collateralised Debt Obligation (CDO)
Category: Replicating Strategy

Term-Structure and Credit Derivatives

Course 213 hours4.5 (54 ratings)

What you'll learn

Skills you'll gain

Category: Binomial Distribution
Category: Fixed Income
Category: black scholes model
Category: Swaps and options
Category: Derivatives

Optimization Methods in Asset Management

Course 314 hours4.7 (37 ratings)

What you'll learn

Skills you'll gain

Category: model calibration
Category: modeling and pricing Credit Default Swaps

Advanced Topics in Derivative Pricing

Course 416 hours4.4 (27 ratings)

What you'll learn

Skills you'll gain

Category: Exchange Traded Funds (ETFs)
Category: Value at Risk (VaR)
Category: risk measurements
Category: transaction costs-modeling
Category: Capital Asset Pricing Model (CAPM)

Computational Methods in Pricing and Model Calibration

Course 524 hours4.2 (30 ratings)

What you'll learn

Skills you'll gain

Category: Interest Rate
Category: model calibration
Category: product pricing
Category: option

Instructors

Martin Haugh
Columbia University
7 Courses438,881 learners
Garud Iyengar
Columbia University
7 Courses438,881 learners

Offered by

Why people choose Coursera for their career

Felipe M.
Learner since 2018
"To be able to take courses at my own pace and rhythm has been an amazing experience. I can learn whenever it fits my schedule and mood."
Jennifer J.
Learner since 2020
"I directly applied the concepts and skills I learned from my courses to an exciting new project at work."
Larry W.
Learner since 2021
"When I need courses on topics that my university doesn't offer, Coursera is one of the best places to go."
Chaitanya A.
"Learning isn't just about being better at your job: it's so much more than that. Coursera allows me to learn without limits."

New to Finance? Start here.

Placeholder

Open new doors with Coursera Plus

Unlimited access to 7,000+ world-class courses, hands-on projects, and job-ready certificate programs - all included in your subscription

Advance your career with an online degree

Earn a degree from world-class universities - 100% online

Join over 3,400 global companies that choose Coursera for Business

Upskill your employees to excel in the digital economy

Frequently asked questions