Post Type

El 24 de Febrero empieza el siguiente curso en Coursera:

Financial Engineering and Risk Management 


  • Introduction to derivative securities and option pricing.
  • The binomial model and martingale pricing.
  • Equity derivatives in practice.
  • Asset allocation and portfolio optimization.
  • The Capital Asset Pricing Model.
  • Statistical biases and portfolio selection.
  • Risk management I: VaR, CVaR and coherent risk measures.
  • Risk management II: scenario analysis and stress testing.
  • Term structure models and fixed income derivatives.
  • Mortgage mathematics and mortgage-backed securities.
  • Credit derivatives, structured products and the Gaussian copula model.
  • Other topics including real options, commodities and energy modeling, and algorithmic trading.