Financial Engineering and Risk Management Part II

Full Details
Level
Price
Common Core
Images
No items found.

Financial Engineering is a multidisciplinary field involving finance and economics, mathematics, statistics, engineering and computational methods. The emphasis of FE & RM Part II will be on the use of simple stochastic models to (i) solve portfolio optimization problems (ii) price derivative securities in various asset classes including equities and credit and (iii) consider some advanced applications of financial engineering including algorithmic trading and the pricing of real options. We will also consider the role that financial engineering played during the financial crisis. We hope that students who complete the course and the prerequisite course (FE & RM Part I) will have a good understanding of the “rocket science” behind financial engineering. But perhaps more importantly, we hope they will also understand the limitations of this theory in practice and why financial models should always be treated with a healthy degree of skepticism.

Full Details
Topics: 
Formats: 
Part of resource: 
Posted 
Mar 2023
This resource has religious influence.

Similar resources

Investment Strategy, Philosophy, Client Management and Current Trends
Investment Strategy, Philosophy, Client Management and Current Trends
College
Meeting Investors' Goals
Meeting Investors' Goals
College
Investor Characteristics and Behavioral Aspects of Investment
Investor Characteristics and Behavioral Aspects of Investment
College
Manage your Investments Professionally
Manage your Investments Professionally
College
Make Smart Investment Decisions in a Global World
Make Smart Investment Decisions in a Global World
College
Portfolio and Risk Management
Portfolio and Risk Management
College

About Columbia University

Columbia University is one of the world's most important centers of research and at the same time a distinctive and distinguished learning environment for undergraduates and graduate students in many scholarly and professional fields. The University recognizes the importance of its location in New York City and seeks to link its research and teaching to the vast resources of a great metropolis. It seeks to attract a diverse and international faculty and student body, to support research and teaching on global issues, and to create academic relationships with many countries and regions. It expects all areas of the University to advance knowledge and learning at the highest level and to convey the products of its efforts to the world.

More by Columbia University

thumbnail
MOS Transistors
MOS Transistors
College
thumbnail
Financial Engineering and Risk Management Part I
Financial Engineering and Risk Management Part I
College
thumbnail
The Age of Sustainable Development
The Age of Sustainable Development
College