Financial Engineering and Risk Management Part I
By Martin Haugh & Garud Iyengar, Columbia University
12 hours videos and quizzes
About this Course
Financial Engineering is a multidisciplinary field drawing from finance and economics, mathematics, statistics, engineering and computational methods. The emphasis of FE & RM Part I will be on the use of simple stochastic models to price derivative securities in various asset classes including equities, fixed income, credit and mortgage-backed securities. We will also consider the role that some of these asset classes played during the financial crisis. A notable feature of this course will be an interview module with Emanuel Derman, the renowned “quant” and best-selling author of “My Life as a Quant”.
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Archive: https://web.archive.org/web/20170721024230/https://www.coursera.org/learn/financial-engineering-1
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