About this Course
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Flexible deadlines

Reset deadlines in accordance to your schedule.

Approx. 25 hours to complete

Suggested: 13 hours videos and quizzes...

English

Subtitles: English
User
Learners taking this Course are
  • Risk Managers
  • Traders
  • Financial Analysts
  • Economists
  • Data Scientists

Skills you will gain

Real Options ValuationDerivative (Finance)Risk ManagementReal Options
User
Learners taking this Course are
  • Risk Managers
  • Traders
  • Financial Analysts
  • Economists
  • Data Scientists

100% online

Start instantly and learn at your own schedule.

Flexible deadlines

Reset deadlines in accordance to your schedule.

Approx. 25 hours to complete

Suggested: 13 hours videos and quizzes...

English

Subtitles: English

Syllabus - What you will learn from this course

Week
1
2 hours to complete

Mean-Variance Analysis and CAPM

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 Set14m
Week
2
2 hours to complete

Practical Issues in Implementing Mean Variance

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 Set14m
Week
3
2 hours to complete

Equity Derivatives in Practice: Part I

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 I16m
Week
4
2 hours to complete

Equity Derivatives in Practice: Part II

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
4.7
75 ReviewsChevron Right

33%

started a new career after completing these courses

50%

got a tangible career benefit from this course

22%

got a pay increase or promotion

Top reviews from Financial Engineering and Risk Management Part II

By SYJun 8th 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!

By MUAug 23rd 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.

Instructors

Avatar

Martin Haugh

Co-Director, Center for Financial Engineering
Industrial Engineering & Operations Research
Avatar

Garud Iyengar

Professor
Industrial Engineering and Operations Research Department

About Columbia University

For more than 250 years, Columbia has been a leader in higher education in the nation and around the world. At the core of our wide range of academic inquiry is the commitment to attract and engage the best minds in pursuit of greater human understanding, pioneering new discoveries and service to society....

Frequently Asked Questions

  • Once you enroll for a Certificate, you’ll have access to all videos, quizzes, and programming assignments (if applicable). Peer review assignments can only be submitted and reviewed once your session has begun. If you choose to explore the course without purchasing, you may not be able to access certain assignments.

  • When you purchase a Certificate you get access to all course materials, including graded assignments. Upon completing the course, your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile. If you only want to read and view the course content, you can audit the course for free.

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