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Learner Reviews & Feedback for Introduction to Financial Engineering and Risk Management by Columbia University
293 ratings
About the Course
Introduction to Financial Engineering and Risk Management course belongs to the Financial Engineering and Risk Management Specialization and it provides a fundamental introduction to fixed income securities, derivatives and the respective pricing models. The first module gives an overview of the prerequisite concepts and rules in probability and optimization. This will prepare learners with the mathematical fundamentals for the course. The second module includes concepts around fixed income securities and their derivative instruments. We will introduce present value (PV) computation on fixed income securities in an arbitrage free setting, followed by a brief discussion on term structure of interest rates. In the third module, learners will engage with swaps and options, and price them using the 1-period Binomial Model. The final module focuses on option pricing in a multi-period setting, using the Binomial and the Black-Scholes Models. Subsequently, the multi-period Binomial Model will be illustrated using American Options, Futures, Forwards and assets with dividends.
Top reviews
YW
Feb 25, 2022
Really nice lectures and the lectures are easy to follow and lecture notes are very logically written with a lot of nice examples. Highly recommended for anyone who has solid math backgrounds.
MM
Jan 15, 2023
Great intro course. Lectures are easy to follow and quizzes are hard enough that you need to actually understand the underlying concepts.
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51 - 52 of 52 Reviews for Introduction to Financial Engineering and Risk Management
By Partha S C
•Jul 8, 2024
So far, so good.
By Akshobhya
•Aug 17, 2024
this course is not detailed enough, instructors quickly skim through concepts like they expect us to know everything in advance