Chevron Left
返回到 Financial Risk Management with R

学生对 杜克大学 提供的 Financial Risk Management with R 的评价和反馈

4.5
102 个评分
45 条评论

课程概述

This course teaches you how to calculate the return of a portfolio of securities as well as quantify the market risk of that portfolio, an important skill for financial market analysts in banks, hedge funds, insurance companies, and other financial services and investment firms. Using the R programming language with Microsoft Open R and RStudio, you will use the two main tools for calculating the market risk of stock portfolios: Value-at-Risk (VaR) and Expected Shortfall (ES). You will need a beginner-level understanding of R programming to complete the assignments of this course....

热门审阅

AD

May 17, 2020

The concepts are beautifully explained. This course requires basic understanding of Risk management and R coding. Thank you for such a good learning experience. Best of Luck

KS

Jul 11, 2020

The basic of financial risk management are provided with very clear theoretical background and exercises to learn it practically!

筛选依据:

26 - Financial Risk Management with R 的 44 个评论(共 44 个)

创建者 Alberto P L

Jul 10, 2020

Very usefull course to be introducted in financial risk. I recomend it.

创建者 Vasily P

Apr 12, 2020

Grate course. Exactly that I need for my job. Thank you professor!

创建者 Héctor A H A

Aug 21, 2020

Interesting and well explained. Very usefull.

创建者 Stepan R

Aug 15, 2020

Clear, concise, minimalist and calming

创建者 Salih T

Jul 11, 2020

Excellent course, too long quizzes.

创建者 Foued H

May 22, 2020

Very nice course . Good job

创建者 Xiaohan C

May 20, 2020

Excellent course!

创建者 Marco U M L

Aug 25, 2020

Great starting

创建者 GABRIEL A C N

May 30, 2020

Excelente!!!!

创建者 Martin G

May 22, 2020

This course is very practical and R is intuitive, so it helps visualizing what VaR and ES. I think it would be useful to remind people that in "real life" these parameters are not run directly on market data returns but rather on portfolio P&L, which adds a (big) computation step and thus require dedicated systems to value all the positions. Besides, I failed to use the function ugarchroll (Rstudio processes forever) which was a bit frustrating. Luckily is wasn't part of the quiz.

创建者 Wenzhao A Z

Feb 08, 2020

The course is great and useful. But there are a few minor problems that are needed to fix:

1) Some of the data cannot be collected through the package mentioned in the class, although we can still finish the course without finishing those quizzes, it is still a little confusing.

2). The materials covered in the course are a bit simple for financing-majored students, the scope of the course is also a bit narrow, all the course is about the VaR and ES.

创建者 Rene L

May 15, 2020

My first time working with R, the learning curve was therefore quite steep. Content is good, but I dont think it fits well to the overall “Entrepreneurial Finance: Strategy and Innovation Specialization”. This content would be more relevant for investment management.

创建者 Montoisy F

Jul 13, 2020

Really good assessments method, and very interesting topics covered. Material (slides) is however not fully complete in my opinion, hence I rate it with 4 stars "only".

创建者 Esteban D A

Jul 29, 2020

Some explanations are quite vague, especially in the formulas used in week 2; there's no clear where do parameters came from.

创建者 Venkata S S G

Jun 16, 2020

good introductory course on VaR, ES topics, and their inuitions, and implementations in R

创建者 Subhav M

May 18, 2020

Most of the answers in the quiz have issues regarding the version. But the course comprises of important features one might want to know beforehand while entering into the risk management sector.

创建者 Fariha I

May 17, 2020

Where do I start? I only took this course because it was a part of the Entrepreneurial Finance specialization offered by Duke. If not, I would have left it half way, because it was that bad.

First of all, the course seems out of place. The other courses linked back to entrepreneurship and innovation, this did not. And while the other courses were beginner to intermediate level, this required a high level understanding of both R and statistics, which I was not ready for. It would have made sense if if linked back to investing in startups or even just valuation.

The instruction was sub-par. Yes, I understand that this is a high level course, but it is still the responsibility of instructor to explain the theory behind the concepts in an understandable way. This did not happen, as the instructor skimmed his way through the heavy course materials.

Lastly, the content is riddled with errors, especially the mandatory quizzes. This is irresponsible, since the students' grades depend on these quizzes. Several people have highlighted the problems in the discussion forums, but these were ignored by the teaching team.

In conclusion, this course did not meet my expectations. The quality was dismal and it was a lazy decision to add this course to the Entrepreneurial Finance specialization. Please fix these errors before you start charging students money to take this sub-par course.

创建者 Abdellah L

Dec 20, 2019

Il y a un problème avec l'importation des données pour faire le quiz sur les raisons pour lesquelles je ne peux pas le réussir.

创建者 Eric T

May 03, 2020

Poorly designed, need to update databases