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

4.5
123 个评分
52 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....

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May 16, 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 10, 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 50 个评论(共 52 个)

创建者 Lucas F F

Jun 28, 2020

Me encanto. Muy bien explicado el profesor y los ejemplos en la ultima semana estaban muy buenos.

创建者 Jesús A J M C

Jul 19, 2020

It is an excellent option to learn and review the basic concepts to analyze financial data.

创建者 Bhanu P G

Nov 8, 2020

I have a partial idea of risk management and R too in same course thats valuble

创建者 Nataly B

Jul 18, 2020

Very good course, it would be great to see a next level course from this topic

创建者 Alberto P L

Jul 9, 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 Serge B

Nov 24, 2020

Excellent course - Exactly what I expected!!

创建者 Héctor A H A

Aug 21, 2020

Interesting and well explained. Very usefull.

创建者 Jairo H G N

Oct 20, 2020

Pretty good materials and explanations

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 Bhavna D

Nov 5, 2020

had great learning experience

创建者 Foued H

May 22, 2020

Very nice course . Good job

创建者 Xiaohan C

May 19, 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 8, 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 Regina A G

Oct 17, 2020

You need a solid statistics knowledge and some knowledge in finance, but don't be scared of using R. Week 4 could be broke down to 2 weeks, but other than that overall a good course!

创建者 Montoisy F

Jul 12, 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 Claudio R V

Oct 25, 2020

There are certain things. mostly plots, that are not explained and would be good to get the background on how to do it. But overall really good content.

创建者 Esteban D A

Jul 28, 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.