About this Course

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Learner Career Outcomes

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started a new career after completing these courses

47%

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. 16 hours to complete
English
Subtitles: English

Skills you will gain

Real Options ValuationDerivative (Finance)Risk ManagementReal Options

Learner Career Outcomes

30%

started a new career after completing these courses

47%

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. 16 hours to complete
English
Subtitles: English

Offered by

Columbia University logo

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 Set14m
Week
2

Week 2

2 hours to complete

Practical Issues in Implementing Mean Variance

2 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 Set14m
Week
3

Week 3

2 hours to complete

Equity Derivatives in Practice: Part I

2 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 I16m
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

Reviews

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Frequently Asked Questions

  • Access to lectures and assignments depends on your type of enrollment. If you take a course in audit mode, you will be able to see most course materials for free. To access graded assignments and to earn a Certificate, you will need to purchase the Certificate experience, during or after your audit. If you don't see the audit option:

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    • The course may offer 'Full Course, No Certificate' instead. This option lets you see all course materials, submit required assessments, and get a final grade. This also means that you will not be able to purchase a Certificate experience.
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  • Yes, Coursera provides financial aid to learners who cannot afford the fee. Apply for it by clicking on the Financial Aid link beneath the "Enroll" button on the left. You’ll be prompted to complete an application and will be notified if you are approved. Learn more.

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