This course is an introduction to the theory and practice of financial engineering and risk management. We consider the pricing of derivatives, portfolio optimization and risk management and cast a critical eye on how these are used in practice. We will also feature some interview modules with Emanuel Derman .
Martin Haugh and Garud Iyengar, with guest lectures by Emanuel Derman
Unbelievable! The learning experience from these courses for personal or professional reasons is unmatched. That said, ensure you have the advertised necessary background before you embark on them; otherwise you will run into trouble. The material in Financial Engineering and Risk Management, Parts I and II, is very challenging to say the least, but this is eclipsed by what you will learn by it's emphasis on both the theoretical and 'practical aspects' of Financial Engineering and Risk Management.
terrible teaching - professors who actually take complex concepts and make them even harder to understand. One of the professors, Garud Iyengar, feels a pressing need to read everything off the screen. Can't believe these are professors from a reputed school!!!.