Finance
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Financial Engineering and Risk Management Specialization

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Course Features

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Duration

7 months

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Delivery Method

Online

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Available on

Limited Access

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Accessibility

Desktop, Laptop

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Language

English

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Subtitles

English

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Level

Intermediate

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Effort

3 hours per week

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Teaching Type

Self Paced

Course Description

This specialization is for professionals and learners who are interested in learning more about quantitative finance. We will be covering derivative pricing, portfolio optimization, asset allocation, portfolio optimizing, and other aspects of financial engineering like real options, commodity, and energy derivatives, and algorithmic trading. These topics in financial engineering will help you to solve related problems in both the academic and industrial realms.

Course Overview

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International Faculty

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Post Course Interactions

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Instructor-Moderated Discussions

Skills You Will Gain

What You Will Learn

Back test and implement trading models and signals in an active, live trading environment

Develop a systematic, data-driven approach to formulating modeled returns and risks for significant asset classes and optimal portfolios

Valuing options, swaps, forwards, futures, and other complex financial derivatives using stochastic models

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