Description
Financial Engineering and Risk Management Specialization is a training package on Financial Engineering and Investment Risk Management published by Corsara Academy. This training set consists of five completely independent and separate courses that cover various topics such as derivative pricing, asset allocation, portfolio and portfolio optimization, natural options, energy derivatives. derivatives), commodities, algorithmic and machine transactions, and… All the topics taught are practical and can be used to solve academic and industrial challenges.
What you will learn in the Financial Engineering and Risk Management Specialization training package:
- Quantitative Analysis
- Asset Allocation
- Algorithmic trading
- Investment portfolio optimization
- financial mathematics
- Derivatives
- Swaps and options deals
- Fixed income securities
- Two-sentence distribution
- Black-Scholes model
- Types of derivatives and applications of each
-
Stochastic models
- Development of a systematic and data-driven approach to design and adjust models for calculating returns and returns and the amount of risk in complex and multifaceted investments
- Backtesting of various investment and trading models
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Course specifications
Publisher: Coursera
Instructor: Garud Iyengar, Ali Hirsa, and Martin Haugh
Language: English
Institution / University Provider: Columbia University
Level of Training: Average
Number of Courses: 5
Duration of Training: Assuming 3 Hours a Week Approximately 7 Months
Courses in the Financial Engineering and Risk Management Specialization series
Course 1
Introduction to Financial Engineering and Risk Management
Course 2
Term-Structure and Credit Derivatives
Course 3
Optimization Methods in Asset Management
Course 4
Advanced Topics in Derivative Pricing
Course 5
Computational Methods in Pricing and Model Calibration
Course Prerequisites
What background knowledge is necessary?
Students should at some point have taken intermediate to advanced undergraduate courses in (i) probability and statistics, (ii) linear algebra, and (iii) calculus. With regards to programming, we have designed the course so that all required “programming” questions can all be completed within Excel and Python. That said, students are welcome to complete the assignments using their software/programming languages of choice. It would also be very helpful if people had some prior exposure to an introductory finance course. In particular, students should know what interest rates are, understand discounting and compounding, and have some basic familiarity with options, futures, etc.
Course pictures
Installation guide
After Extract, watch with your favorite Player.
English subtitle
Quality: 720p
This collection includes 5 different courses.
download link
Introduction to Financial Engineering and Risk Management
Term-Structure and Credit Derivatives
Optimization Methods in Asset Management
Advanced Topics in Derivative Pricing
Computational Methods in Pricing and Model Calibration
Download Part 1 – 1 GB
Download Part 2 – 936 MB
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