Financial Engineering and Risk Management Specialization

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.
WHAT YOU WILL LEARN
1. Valuing options, swaps, forwards, futures, and other complex financial derivatives using stochastic models
2. Develop a systematic, data-driven approach to formulating modeled returns and risks for significant asset classes and optimal portfolios
3. Back test and implement trading models and signals in an active, live trading environment