Financial Engineering & Risk Management Part I & II

Description

Purchase Financial Engineering & Risk Management Part I & II Course at GiOlib. We actively participate in group buys and are committed to sharing knowledge with a wider audience. What's more, our courses maintain the same quality as the original sale page. You have the option to buy directly from the sale page at the full price (sale page link is provided within the post).

Financial Engineering is a multidisciplinary field involving finance and economics, mathematics, statistics, engineering and computational methods. The emphasis of FE & RM Part II will be on the use of simple stochastic models to (i) solve portfolio optimization problems (ii) price derivative securities in various asset classes including equities and credit and (iii) consider some 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.

We hope that 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. But perhaps more importantly, we hope 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.

Syllabus – What you will learn from this course

Week 1

2 hours to complete

Mean-Variance Analysis and CAPM

Problem formulation and solution; the efficient frontier; including the risk-free asset; the Capital Asset Pricing Model (CAPM);implications of CAPM: α, β, security and capital market lines

6 videos (Total 97 min), 2 readings, 1 quiz

6 videos

Overview of Mean Variance19m

Introduction to Mean Variance in Excel9m

Efficient Frontier19m

Mean Variance with a Risk-free Asset14m

Risk-free Frontier in Excel13m

Capital Asset Pricing Model20m

2 readings

Lesson Supplements10m

Quiz Instructions10m

1 practice exercise

Mean-Variance Analysis and CAPM Problem Set14m

Week 2

2 hours to complete

Practical Issues in Implementing Mean Variance

Problems with mean-variance analysis; ETFs and leveraged ETFs; VaR and CVaR for asset allocation; survivorship bias, performance evaluation and other statistical pitfalls.

6 videos (Total 103 min), 2 readings, 1 quiz

6 videos

Implementation Difficulties with Mean Variance20m

Negative Exposures and Leveraged ETFs14m

Beyond Variance13m

Statistical Biases in Performance Evaluation17m

How Should Average Returns be Computed?14m

Survivorship Bias and Data Snooping23m

2 readings

Lesson Supplements10m

Quiz Instructions10m

1 practice exercise

Practical Issues in Implementing Mean Variance Problem Set14m

Get Financial Engineering & Risk Management Part I & II – Anonymous, Only Price $37

Week 3

2 hours to complete

Equity Derivatives in Practice: Part I

Problems with mean-variance analysis; ETFs and leveraged ETFs; VaR and CVaR for asset allocation; survivorship bias, performance evaluation and other statistical pitfalls.

7 videos (Total 112 min), 2 readings, 1 quiz

7 videos

Review of the Binomial Model for Option Pricing10m

The Black-Scholes Model8m

The Greeks: Delta and Gamma19m

The Greeks: Vega and Theta18m

Risk-Management of Derivatives Portfolios16m

Delta-Hedging14m

The Volatility Surface23m

2 readings

Lesson Supplements10m

Quiz Instructions10m

1 practice exercise

Equity Derivatives in Practice: Part I16m

Week 4

2 hours to complete

Equity Derivatives in Practice: Part II

More about Black-Scholes, the Greeks and delta-hedging; the volatility surface; pricing derivatives using the volatility surface; model calibration.

5 videos (Total 82 min), 1 reading

5 videos

The Volatility Surface in Action9m

Why is There a Skew?14m

What the Volatility Surface Tells Us17m

Pricing Derivatives Using the Volatility Surface21m

Beyond the Volatility Surface and Black-Scholes19m

1 reading

Lesson Supplements10m

Week 5

3 hours to complete

Credit Derivatives and Structured Products

Mechanics and pricing of CDOs; exotic structured credit securities including CDO-squared’s and CDO-cubed’s. Risk management of these products and their role in the financial crisis.

9 videos (Total 122 min), 2 readings, 1 quiz

9 videos

Structured Credit: CDOs and Beyond8m

The Gaussian Copula Model18m

A Simple Example: Part I13m

A Simple Example: Part II15m

The Mechanics of a “Synthetic” CDO Tranche10m

Computing the Fair Value of a CDO Tranche14m

Cash and Synthetic CDOs10m

Pricing and Risk Management of CDO Portfolios17m

CDO-Squared’s and Beyond13m

2 readings

Lesson Supplements10m

Quiz Instructions10m

1 practice exercise

Credit Derivatives and Structured Products12m

Week 6

2 hours to complete

Other Applications of Financial Engineering

Real options; energy and commodities modeling; algorithmic trading.

8 videos (Total 90 min), 2 readings, 1 quiz

8 videos

Liquidity, Trading Costs, and Portfolio Execution14m

Optimal Execution10m

Portfolio Execution13m

Optimal Execution in Excel 17m

Optimal Execution in Excel 25m

Real Options12m

Valuation of Natural Gas and Electricity Related Options14m

Real Options in Excel11m

2 readings

Lesson Supplements10m

Quiz Instructions10m

1 practice exercise

Other Applications of Financial Engineering8m

Week 7

3 hours to complete

Background Material

11 videos (Total 154 min), 1 reading

Get Financial Engineering & Risk Management Part I & II – Anonymous, Only Price $37

---

Tag: Financial Engineering & Risk Management Part I & II Review. Financial Engineering & Risk Management Part I & II download. Financial Engineering & Risk Management Part I & II discount.

---

Purchase the Financial Engineering & Risk Management Part I & II course at the best price at GiOlib. Upon completing your purchase, you will gain access to the downloads page. where you can conveniently retrieve all associated course files. Additionally, we will send you a download notification email to your registered mail.

Unlock your full potential with our Financial Engineering & Risk Management Part I & II courses. Our courses are meticulously designed to empower you with the skills and knowledge needed for excellence.

Why wait? Take the first step towards greatness by acquiring our Financial Engineering & Risk Management Part I & II courses today. We ensure a smooth and secure purchasing experience that guarantees your peace of mind. Rest assured that your financial information is safeguarded through our trusted payment gateways, Stripe and PayPal.

Stripe, renowned for its robust security measures, offers a secure and dependable payment process. Your sensitive data is encrypted using state-of-the-art technology, ensuring its confidentiality throughout the transaction.

PayPal, a globally recognized payment platform, adds an extra layer of security. With its buyer protection program, you can make your purchase with confidence, knowing that your financial details are protected, allowing you to focus on your learning journey.

Is it secure? to Use of?

• Rest assured, your identity remains completely confidential. We do not share your information with anyone, ensuring the utmost security when you buy the Financial Engineering & Risk Management Part I & II course.
• 100% Safe Checkout Privateness coverage
• We employ robust communication and encryption methods to protect sensitive information. All card numbers are encrypted using AES at rest-256, and the transmission of card numbers occurs in a separate hosting environment, without sharing or storing any data.

How Will the Course Be Delivered?

• Upon successful payment for the “Financial Engineering & Risk Management Part I & II course”, Most of the products will come to you immediately. But for some products were posted for offer. Please wait for our response, it might take a few hours due to the time zone difference.
• If this occurs, kindly be patient. Our technical department will process the link shortly, and you will receive notifications directly via email. Your patience is greatly appreciated.

What Shipping Methods Are Available?

• You will receive a download link in the invoice or in YOUR ACCOUNT.
• The course link is always accessible. Simply log in to your account to download the Financial Engineering & Risk Management Part I & II course whenever you need.
• You can study online or download the content for better results, making it accessible from any device. Ensure your system does not go to sleep during the download process..

How Do I Track Order?

• We promptly update the status of your order following your payment. If, after 7 days, there is no download link provided, the system will automatically process a refund..
• We love to hear from you. Please don’t hesitate to email us with any comments, questions and suggestions.