Financial Engineering & Risk Management Specialization (Columbia University)

Colleagues, advance your career with the Build the fundamentals Financial Engineering and Risk Management Specialization program from Columbia University. Gain high-demand knowledge of 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 and Back test and implement trading models and signals in an active, live trading environment. Build highly marketable skills in Quantitative Analysis, Asset Allocation, Algorithmic Trading, Portfolio Optimization, Mathematical Finance, Derivatives, Swaps and options, Fixed Income, Binomial Distribution, Black Scholes Models, Model Calibration and pricing Credit Default Swaps. This specialization is intended for aspiring learners and professionals seeking to hone their skills in the quantitative finance area. Through a series of 5 courses, we will cover derivative pricing, asset allocation, portfolio optimization as well as other applications of financial engineering such as real options, commodity and energy derivatives and algorithmic trading. Those financial engineering topics will prepare you well for resolving related problems, both in the academic and industrial worlds. The are 5 courses in this Specialization are: 1) Introduction to Financial Engineering and Risk Management, 2) Term-Structure and Credit Derivatives, 3) Optimization Methods in Asset Management, 4) Advanced Topics in Derivative Pricing, and 5) Computational Methods in Pricing and Model Calibration … plus an Applied Learning Project. 

Sign-up today (teams & execs welcome): https://tinyurl.com/mtfju4sx 

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