Online Course – Certified Professional Internship in Financial Engineering and Risk Management from Columbia University

Advance your knowledge in financial engineering. Build the foundation and technical skills in financial engineering.

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קורס אונליין - התמחות מקצועית מוסמכת בהנדסת כספים וניהול סיכונים של אוניברסיטת קולומביה

Professional Certificate

Intermediate level

No prior knowledge required

Time to complete the course

7-day free trial

No unnecessary risks

Skills you will acquire in the course

  • Investment Derivatives Prices
  • Asset allocation
  • Investment portfolio optimization
  • Applications of Financial Engineering
  • Real options
  • Commodity and energy derivatives
  • Algorithmic trading
  • Futures derivatives pricing
  • stock
  • Interest rates and credit
  • Delta fencing implementation
  • Constructing a portfolio based on mean-variance
  • Model fitting and optimization

What you will learn in the course

Courses for which the course is suitable

  • Financial Analyst
  • Investment Manager
  • Investment Derivatives Trader
  • Financial Engineer
  • Risk Manager
  • Algorithmic Trading Analyst
  • Investment advisor
  • Investment Portfolio Manager
  • Asset Allocation Expert
  • Financial Modeler

Internship – 5-part course series

This specialization is designed for learners and professionals who aspire to develop their skills in the field of quantitative finance. Through a series of 5 courses, we will cover the following topics:

  • Investment Derivatives Prices
  • Asset allocation
  • Investment portfolio optimization
  • Applications of Financial Engineering
  • Real options
  • Commodity and energy derivatives
  • Algorithmic trading

The topics in financial engineering prepare you well for problem-solving in all aspects of it, both in academia and industry.

Hands-on Learning Project

Learners will apply knowledge and skills to various problems in the field of financial engineering, including:

  • Futures derivatives pricing
  • stock
  • Interest rates and credit
  • Delta fencing implementation
  • Constructing a portfolio based on mean-variance
  • Model fitting and optimization

Details of the courses that make up the specialization

Introduction to financial engineering and risk management

Course 1

17 hours
4.6 (230 ratings)

What will you learn?

This course provides a basic introduction to bonds, derivatives, and relevant pricing models. Modules include:

  • A review of concepts and laws in probability and optimization.
  • Calculating present value (PV) on a bond.
  • Transactions with swaps and options.
  • Option pricing using binomial and Black-Scholes models.

Skills you will acquire

  • Smile volatility
  • Computer Programming
  • Enclave volatility
  • Restorative strategy

The structure of the interest rate curve and credit derivatives

Course 2

13 hours
4.5 (53 ratings)

What will you learn?

This course focuses on understanding the evolution of interest rates and credit derivatives. Modules include:

  • Curve structure network models and cash accounts.
  • Swaption pricing in the Black-Derman-Toy (BDT) model.
  • Pricing credit protections (Credit Default Swaps).
  • Private finance and asset-backed securities (ABS).

Skills you will acquire

  • Binomial distribution
  • Black-Scholes model
  • Derivatives

Optimization methods in asset management

Course 3

14 hours
4.7 (37 ratings)

What will you learn?

This course focuses on optimization methods in building investment portfolios. Modules include:

  • Building an investment portfolio using mean-variance analysis.
  • Value at Risk (VaR) and Conditional Value at Risk (CVaR).
  • Real transaction cost models.

Skills you will acquire

  • Model coordination

Advanced topics in derivatives pricing

Course 4

16 hours
4.4 (27 ratings)

What will you learn?

This course covers topics in derivatives pricing. Modules include:

  • Black-Scholes model and sensitivity measures.
  • Pricing using a volatility surface.
  • Credit derivatives and debt obligations (CDOs).

Skills you will acquire

  • Exchange Traded Funds (ETFs)
  • Value at Risk (VaR)

Calculation methods in pricing and model coordination

Course 5

24 hours
4.1 (29 ratings)

What will you learn?

This course focuses on calculation methods for options and interest. Modules include:

  • Types of options and calculation techniques.
  • Model coordination to adjust option prices.
  • Interest rates and pricing of financial products.

Skills you will acquire

  • Interest rate
  • Model coordination

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