About this Course

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Learner Career Outcomes

27%

started a new career after completing these courses

44%

got a tangible career benefit from this course

22%

got a pay increase or promotion
Shareable Certificate
Earn a Certificate upon completion
100% online
Start instantly and learn at your own schedule.
Flexible deadlines
Reset deadlines in accordance to your schedule.
Approx. 17 hours to complete
English

Skills you will gain

Real Options ValuationDerivative (Finance)Risk ManagementReal Options

Learner Career Outcomes

27%

started a new career after completing these courses

44%

got a tangible career benefit from this course

22%

got a pay increase or promotion
Shareable Certificate
Earn a Certificate upon completion
100% online
Start instantly and learn at your own schedule.
Flexible deadlines
Reset deadlines in accordance to your schedule.
Approx. 17 hours to complete
English

Offered by

Placeholder

Columbia University

Syllabus - What you will learn from this course

Week
1

Week 1

2 hours to complete

Mean-Variance Analysis and CAPM

2 hours to complete
6 videos (Total 97 min), 2 readings, 1 quiz
6 videos
Introduction to Mean Variance in Excel9m
Efficient Frontier19m
Mean Variance with a Risk-free Asset14m
Risk-free Frontier in Excel13m
Capital Asset Pricing Model20m
2 readings
Lesson Supplements10m
Quiz Instructions10m
1 practice exercise
Mean-Variance Analysis and CAPM Problem Set30m
Week
2

Week 2

3 hours to complete

Practical Issues in Implementing Mean Variance

3 hours to complete
6 videos (Total 103 min), 2 readings, 1 quiz
6 videos
Negative Exposures and Leveraged ETFs14m
Beyond Variance13m
Statistical Biases in Performance Evaluation17m
How Should Average Returns be Computed?14m
Survivorship Bias and Data Snooping23m
2 readings
Lesson Supplements10m
Quiz Instructions10m
1 practice exercise
Practical Issues in Implementing Mean Variance Problem Set30m
Week
3

Week 3

3 hours to complete

Equity Derivatives in Practice: Part I

3 hours to complete
7 videos (Total 112 min), 2 readings, 1 quiz
7 videos
The Black-Scholes Model8m
The Greeks: Delta and Gamma19m
The Greeks: Vega and Theta18m
Risk-Management of Derivatives Portfolios16m
Delta-Hedging14m
The Volatility Surface23m
2 readings
Lesson Supplements10m
Quiz Instructions10m
1 practice exercise
Equity Derivatives in Practice: Part I30m
Week
4

Week 4

2 hours to complete

Equity Derivatives in Practice: Part II

2 hours to complete
5 videos (Total 82 min), 1 reading
5 videos
Why is There a Skew?14m
What the Volatility Surface Tells Us17m
Pricing Derivatives Using the Volatility Surface21m
Beyond the Volatility Surface and Black-Scholes19m
1 reading
Lesson Supplements10m

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