- Mathematical Finance
- Algorithmic Trading
- Portfolio Optimization
- Asset Allocation
- Quantitative Analysis
April 10, 2024
Approximately 2 months at 10 hours a week to completeJordi Coll Corbilla's account is verified. Coursera certifies their successful completion of Columbia University Financial Engineering and Risk Management Specialization.
Course Certificates Completed
Optimization Methods in Asset Management
Computational Methods in Pricing and Model Calibration
Advanced Topics in Derivative Pricing
Term-Structure and Credit Derivatives
Introduction to Financial Engineering and Risk Management
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
Earned after completing each course in the Specialization
Columbia University
Taught by: Garud Iyengar, Ali Hirsa & Martin Haugh
Completed by: Jordi Coll Corbilla by March 17, 2024
5-8 hours/week
Columbia University
Taught by: Garud Iyengar, Ali Hirsa & Martin Haugh
Completed by: Jordi Coll Corbilla by March 29, 2024
5-8 hours/week
Columbia University
Taught by: Garud Iyengar, Ali Hirsa & Martin Haugh
Completed by: Jordi Coll Corbilla by April 10, 2024
5-8 hours/week
Columbia University
Taught by: Garud Iyengar, Ali Hirsa & Martin Haugh
Completed by: Jordi Coll Corbilla by March 3, 2024
5-8 hours/week
Columbia University
Taught by: Garud Iyengar, Ali Hirsa & Martin Haugh
Completed by: Jordi Coll Corbilla by February 19, 2024
5-8 hours/week