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Financial Engineering and Risk Management Part I

FREE COURSE: Financial Engineering and Risk Management Part I

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

Enrol Now!

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.

 

Image source: Freepikr

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Antonio Caldas

Program/Project/Risk manager with 15+ years mix-industry, with a particular emphasis in Banking & Financial Services. Active in risk management, market risk control, front office risk management, product control, change and transformation management, business analysis and business process improvement for global capital markets and investment banking, covering a multiple range of asset classes.

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