Created by Columbia University, this course ranges concepts from finance, economics, mathematics, statistics, engineering and computational methods. The main focus if the course is on financial engineering and risk management, where the use of simple stochastic models to price derivative securities in various asset classes including equities, fixed income, credit and mortgage-backed securities is also covered.
A unique feature of this course is an interview module with Emanuel Derman, the renowned “quant” and best-selling author of “My Life as a Quant”.
General Course Information:
- Duration: 12 hours (including videos and quizzes)
- Language: English
- Pass criteria: Pass all graded assignments to complete the course.
- Delivered by: Coursera
- URL: click here to access the course homepage
Syllabus
- Course Overview
- Introduction to Basic Fixed Income Securities
- Introduction to Derivative Securities
- Option Pricing in the Multi-Period Binomial Model
- Term Structure Models I
- Term Structure Models II and Introduction to Credit Derivatives
- Introduction to Mortgage Mathematics and Mortgage-Backed Securities
- Background Material
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This course is top rated (4.6 out of 5 of 891 ratings) and it’s therefore a great opportunity for anyone working in Risk Management. Start your booking process by clicking on the button below.
