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Financial Engineering and Risk Management Part I

Martin Haugh, Garud Iyengar Columbia University @Coursera
Class Start: TBA
Duration: 6 weeks
Approximate Workload: 7-10 hours/week
Certificate: Yes
Level: advanced
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This course provides an introduction to various classes of derivative securities and we will learn how to price them using "risk-neutral pricing". In the follow-up to this course (FE & RM Part II) we will consider portfolio optimization, risk management and more advanced examples of derivatives pricing including, for example, real options and energy derivatives.
Categories: [Finance and Economics]

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