Financial Engineering and Risk Management Part I is a free online course conducted by the Columbia University. The course is self-paced and open always.
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 shaill 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. They shall also consider the role that some of these asset classes played during the financial crisis. A notable feature of this course shall be an interview module with Emanuel Derman, the renowned ``quant'' and best-selling author of "My Life as a Quant".
Martin Haugh - Co-Director, Center for Financial Engineering, Industrial Engineering & Operations Research, Columbia University
Garud Iyengar - Professor, Industrial Engineering and Operations Research Department, Columbia University
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