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所在平台: Coursera专项课程 |
课程主页: https://www.coursera.org/specializations/financialengineering
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课程名称：金融工程与风险管理 课程概述： 本课程旨在通过五个子课程帮助学员掌握金融工程领域的核心知识和技能，包括期权、掉期、远期、期货及其他复杂金融衍生品的定价，应用数据驱动的方法进行资产类别和投资组合的风险与收益建模。同时，学员还将学会在活跃的交易环境中对交易模型和信号进行回测与实施。 学习成果： 1. 学习使用随机模型对复杂金融衍生品进行定价。 2. 建立系统且数据驱动的方法进行风险和收益的建模。 3. 在实际交易环境中回测和实施交易信号。 您将获得的技能包括： - 定量分析 - 资产配置 - 算法交易 - 投资组合优化 - 数学金融 - 衍生品 - 掉期和期权 - 固定收益 - 二项分布 - Black-Scholes模型 - 模型校准 - 信用违约掉期定价与建模 关于该专业： 本专业吸引了21,500位学习者，适合有志于深化定量金融技能的学员与专业人士。课程内容涵盖衍生品定价、资产配置、投资组合优化以及金融工程的应用（如实物期权、商品与能源衍生品及算法交易），为学员在学术与工业界解决相关问题做好准备。 应用学习项目： 学员将应用所学知识解决金融工程领域的实际问题，包括期货、股票、利率和信用衍生品的定价，进行Delta对冲、均值方差投资组合构建，以及模型拟合和优化。 证书： 完成课程后，学员将获得可分享的证书，课程为完全在线，学员可根据个人时间安排自主学习，灵活设定截止日期。课程要求具备中级的概率、统计、线性代数和微积分知识，并熟练使用Excel和一定的Python基础。 预计完成时间： 约需7个月完成，建议每周学习3小时。 可用语言： 英语，辅以英文和韩文字幕。 课程链接： [金融工程与风险管理](https://www.coursera.org/learn/financial-engineering-intro)
Course Link: https://www.coursera.org/learn/financial-engineering-intro
Name:Introduction to Financial Engineering and Risk Management
Description:Offered by Columbia University. Introduction to Financial Engineering and Risk Management course belongs to the Financial Engineering and ... Enroll for free.
Course Link: https://www.coursera.org/learn/financial-engineering-termstructure
Name:Term-Structure and Credit Derivatives
Description:Offered by Columbia University. This course will focus on capturing the evolution of interest rates and providing deep insight into credit ... Enroll for free.
Course Link: https://www.coursera.org/learn/financial-engineering-optimizationmethods
Name: Optimization Methods in Asset Management
Description:Offered by Columbia University. This course focuses on applications of optimization methods in portfolio construction and risk management. ... Enroll for free.
Course Link: https://www.coursera.org/learn/financial-engineering-advancedtopics
Name: Advanced Topics in Derivative Pricing
Description:Offered by Columbia University. This course discusses topics in derivative pricing. The first module is designed to understand the ... Enroll for free.
Course Link: https://www.coursera.org/learn/financial-engineering-computationalmethods
Name:Computational Methods in Pricing and Model Calibration
Description:Offered by Columbia University. This course focuses on computational methods in option and interest rate, product’s pricing and model ... Enroll for free.
What you will learn
1. Valuing options, swaps, forwards, futures, and other complex financial derivatives using stochastic models
2. Develop a systematic, data-driven approach to formulating modeled returns and risks for significant asset classes and optimal portfolios
3. Back test and implement trading models and signals in an active, live trading environment
Skills you will gain
Quantitative Analysis
Asset Allocation
Algorithmic Trading
Portfolio Optimization
Mathematical Finance
Derivatives
Swaps and options
Fixed Income
Binomial Distribution
black scholes model
model calibration
modeling and pricing Credit Default Swaps
About this Specialization
21,500
recent views
This specialization is intended for aspiring learners and professionals seeking to hone their skills in the quantitative finance area. Through a series of 5 courses, we will cover derivative pricing, asset allocation, portfolio optimization as well as other applications of financial engineering such as real options, commodity and energy derivatives and algorithmic trading. Those financial engineering topics will prepare you well for resolving related problems, both in the academic and industrial worlds.
Applied Learning Project
Learners will apply the knowledge and skills to various problems in the financial engineering area, including pricing derivatives of futures, equities, interest rates, and credit, conducting delta hedging, mean-variance portfolio construction, model fitting and optimization.
Shareable Certificate
Shareable Certificate
Earn a Certificate upon completion
100% online courses
100% online courses
Start instantly and learn at your own schedule.
Flexible Schedule
Flexible Schedule
Set and maintain flexible deadlines.
Intermediate Level
Intermediate Level
Intermediate knowledge of probability, statistics, linear algebra, and calculus. Proficient with Excel and working knowledge in Python.
Hours to complete
Approximately 7 months to complete
Suggested pace of 3 hours/week
Available languages
English
Subtitles: English, Korean
Shareable Certificate
Shareable Certificate
Earn a Certificate upon completion
100% online courses
100% online courses
Start instantly and learn at your own schedule.
Flexible Schedule
Flexible Schedule
Set and maintain flexible deadlines.
Intermediate Level
Intermediate Level
Intermediate knowledge of probability, statistics, linear algebra, and calculus. Proficient with Excel and working knowledge in Python.
Hours to complete
Approximately 7 months to complete
Suggested pace of 3 hours/week
Available languages
English
Subtitles: English, Korean
