Finance
Hands on Training icon
Hands On Training
Hands on Training icon

Financial Engineering and Risk Management Specialization

Course Cover
compare button icon

Course Features

icon

Duration

7 months

icon

Delivery Method

Online

icon

Available on

Limited Access

icon

Accessibility

Desktop, Laptop

icon

Language

English

icon

Subtitles

English

icon

Level

Intermediate

icon

Effort

3 hours per week

icon

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

projects-img

International Faculty

projects-img

Post Course Interactions

projects-img

Instructor-Moderated Discussions

Skills You Will Gain

What You Will Learn

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

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

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

Course Instructors

Garud Iyengar

Tang Family Professor

Professor Garud Iyengar joined Columbia University’s Industrial Engineering and Operations Research Department in 1998 and teaches courses in asset allocation, asset pricing, simulation and optimizat...

Ali Hirsa

Professor of Professional Practice

Professor Ali Hirsa joined Columbia IEOR in 2017. He had been associated with Columbia University as an Adjunct Professor since 2000. He is also Managing Partner at Sauma Capital, LLC a New York Hedge Fund.

Martin Haugh

Associate Professor of Practice

Professor Martin Haugh was the Associate Professor of Practice for Financial Engineering at Columbia University. He originally joined Columbia University in January 2002 and was a faculty member in t...
Course Cover