Financial Engineering and Risk Management- Part II (Columbia University)

Colleagues, Financial Engineering is a multidisciplinary field involving finance and economics, mathematics, statistics, engineering and computational methods.  The emphasis of FE & RM Part II from Columbia University is on the use of simple stochastic models to A) Solve portfolio optimization problems , B) rice derivative securities in various asset classes including equities and credit and C) Consider 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. 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. More importantly, 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. Gain high demand skills in: Skills: Real Options Valuation, Derivative (Finance), Risk Management and Real Options. Training modules address: 1) Mean-Variance Analysis and CAPM, 2) Practical Issues in Implementing Mean Variance, 3) Equity Derivatives in Practice - Introductory and Advanced, 4) Credit Derivatives and Structured Products, 5)Other Applications of Financial Engineering, and 6) Background Material.

Enrollment (individuals & teams welcome)::

Part I:  https://tinyurl.com/2z5ewhk4  

Part II:  https://tinyurl.com/2r9a7592 

Much career success, Lawrence E. Wilson - Financial Certification Academy