课程信息
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100% 在线

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中级

完成时间大约为12 小时

建议:6 hours/week...

英语(English)

字幕:英语(English)

您将获得的技能

Risk AnalysisR ProgrammingRisk ManagementFinancial RiskPortfolio (Finance)

100% 在线

立即开始,按照自己的计划学习。

可灵活调整截止日期

根据您的日程表重置截止日期。

中级

完成时间大约为12 小时

建议:6 hours/week...

英语(English)

字幕:英语(English)

教学大纲 - 您将从这门课程中学到什么

1
完成时间为 4 小时

Introduction to R, Data Retrieval, and Return Calculation

5 个视频 (总计 29 分钟), 2 个阅读材料, 7 个测验
5 个视频
Retrieving Data from FRED7分钟
Calculating Daily Returns5分钟
Calculating Longer Returns2分钟
A Simple Example3分钟
2 个阅读材料
Exercise 1 - Introduction to Microsoft Open R and R Studio20分钟
Week 1 Quiz Instructions2分钟
7 个练习
Exercise 2 - Retrieving data from FRED15分钟
Exercise 3 - Calculating Returns on Gold15分钟
Exercise 4 - Longer Horizon Returns of Gold15分钟
Week 1 Quiz (1 of 4)30分钟
Week 1 Quiz (2 of 4)30分钟
Week 1 Quiz (3 of 4)30分钟
Week 1 Quiz (4 of 4)30分钟
2
完成时间为 4 小时

Risk Management under Normal Distributions

4 个视频 (总计 32 分钟), 1 个阅读材料, 8 个测验
4 个视频
Value-at-Risk (VaR)7分钟
Expected Shortfall (ES)5分钟
Using Simulation to Estimate VaR and ES11分钟
1 个阅读材料
Week 2 Quiz Instructions2分钟
8 个练习
Exercise 5 - Estimating Parameters of the Normal Distribution15分钟
Exercise 6 - Estimating VaR of the Normal Distribution15分钟
Exercise 7 - Estimating ES of the Normal Distribution15分钟
Exercise 8 - Estimating VaR and ES via Simulation15分钟
Week 2 Quiz (1 of 4)30分钟
Week 2 Quiz (2 of 4)30分钟
Week 2 Quiz (3 of 4)30分钟
Week 2 Quiz (4 of 4)30分钟
3
完成时间为 4 小时

Risk Management under Non-normal Distributions

4 个视频 (总计 57 分钟), 1 个阅读材料, 7 个测验
4 个视频
Student-t Distribution14分钟
Rescaled t Distribution Model14分钟
VaR and ES for Multi-day Horizon12分钟
1 个阅读材料
Week 3 Quiz Instructions2分钟
7 个练习
Exercise 9 - Skewness, Kurtosis, Jarque-Bera Test for Normality15分钟
Exercise 10 - Estimate Parameters of the Scaled Student-t Distribution15分钟
Exercise 11 - Estimate VaR and ES at 10-day Horizon15分钟
Week 3 Quiz (1 of 4)30分钟
Week 3 Quiz (2 of 4)30分钟
Week 3 Quiz (3 of 4)30分钟
Week 3 Quiz (4 of 4)30分钟
4
完成时间为 4 小时

Risk Management under Volatility Clustering

9 个视频 (总计 74 分钟), 1 个阅读材料, 6 个测验
9 个视频
Volatility Clustering7分钟
GARCH11分钟
Estimation: rugarch Package9分钟
GARCH(1,1) - t4分钟
Diagnostic Tests8分钟
Using the ugarchboot Function10分钟
Using the ugarchroll Function5分钟
Course Summary4分钟
1 个阅读材料
Week 4 Quiz Instructions2分钟
6 个练习
Exercise 12 - Serial Correlation, Volatility Clustering, GARCH15分钟
Exercise 13 - VaR and ES for GARCH bootstrap15分钟
Week 4 Quiz (1 of 4)30分钟
Week 4 Quiz (2 of 4)30分钟
Week 4 Quiz (3 of 4)30分钟
Week 4 Quiz (4 of 4)30分钟

讲师

Avatar

David Hsieh

Bank of America Professor
Finance

关于 杜克大学

Duke University has about 13,000 undergraduate and graduate students and a world-class faculty helping to expand the frontiers of knowledge. The university has a strong commitment to applying knowledge in service to society, both near its North Carolina campus and around the world....

关于 Entrepreneurial Finance: Strategy and Innovation 专项课程

From entrepreneurs to executives, this Specialization provides an opportunity for you to learn how to advance business innovation in your company and gain insights from leading faculty in the Fuqua School of Business at Duke University. In the first course, you will learn how to valuate entrepreneurial ventures—including high-growth startups—using Excel spreadsheet models. You will also learn how to discern between the tradeoffs of different financing strategies: loan investments, venture capital, angel investing, and crowdfunding. The second course will teach you how to manage a startup’s financing strategy, where you will learn how to build capitalization tables (or “cap tables”) in Excel. Cap tables will help you explore different financing strategies for your startup company and determine which financing decisions are best for your entrepreneurial venture. The third course transitions to an analysis of blockchain technologies, where you will learn how to identify opportunities to disrupt and innovate business models using blockchain as well as avoid poorly executed applications of blockchain to business. The fourth course will teach you how to use R programming to calculate the return of a stock portfolio as well as quantify the market risk of that portfolio. This Specialization is also an excellent opportunity for professionals interested in Fuqua’s master’s programs to get an inside look into Fuqua’s faculty expertise and courses....
Entrepreneurial Finance: Strategy and Innovation

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