Financial Engineering & Risk Management Specialization (Columbia University)

Colleagues, the “Financial Engineering and Risk Management” specialization from Columbia University 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. Learn to value 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 trading models and signals in an active, live trading environment. Master skills in Quantitative Analysis, Asset Allocation, Algorithmic Trading, Portfolio Optimization and Mathematical Finance. Training modules include: 1) Introduction to Financial Engineering and Risk Management, 2) Term-Structure and Credit Derivatives, 3) Optimization Methods in Asset Management, 4) Computational Methods in Pricing and Model Calibration, and 5) Advanced Topics in Derivative Pricing. 

Enroll today (teams & execs welcome): https://tinyurl.com/4yxvfatn  

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