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.
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このコースについて
Students should have intermediate to advanced undergraduate courses in: (i) probability and statistics, (ii) linear algebra, and (iii) calculus.
貴社では、従業員に需要のあるスキルを訓練させることによって利益を得ることができるでしょうか?
Coursera for Businessを試す習得するスキル
- Derivatives
- Swaps and options
- Fixed Income
- Binomial Distribution
- black scholes model
Students should have intermediate to advanced undergraduate courses in: (i) probability and statistics, (ii) linear algebra, and (iii) calculus.
貴社では、従業員に需要のあるスキルを訓練させることによって利益を得ることができるでしょうか?
Coursera for Businessを試すシラバス - 本コースの学習内容
Course Overview
Pre-Requisite Materials
Introduction to Basic Fixed Income Securities
Introduction to Derivative Securities
レビュー
- 5 stars75%
- 4 stars15.62%
- 3 stars4.16%
- 2 stars2.08%
- 1 star3.12%
INTRODUCTION TO FINANCIAL ENGINEERING AND RISK MANAGEMENT からの人気レビュー
Great course, but the math at the beginning was never used. Probably better to introduce math on the go.
The course is interestingly challenging, and tough at the same time.
the course is very fundamental and the quizzes are especially helpful. really spend some time
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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