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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第 4 门课程（共 4 门）
中级
完成时间大约为15 小时
英语（English）
字幕：阿拉伯语（Arabic）, 法语（French）, （欧洲人讲的）葡萄牙语, 意大利语, 越南语, 德语（German）, 俄语（Russian）, 英语（English）, 西班牙语（Spanish）
您将获得的技能
- Risk Analysis
- R Programming
- Risk Management
- Financial Risk
- Portfolio (Finance)
可灵活调整截止日期
根据您的日程表重置截止日期。
可分享的证书
完成后获得证书
100% 在线
立即开始，按照自己的计划学习。
第 4 门课程（共 4 门）
中级
完成时间大约为15 小时
英语（English）
字幕：阿拉伯语（Arabic）, 法语（French）, （欧洲人讲的）葡萄牙语, 意大利语, 越南语, 德语（German）, 俄语（Russian）, 英语（English）, 西班牙语（Spanish）
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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.
授课大纲 - 您将从这门课程中学到什么
完成时间为 4 小时
Introduction to R, Data Retrieval, and Return Calculation
This module goes over the versions of R (R Studio and Microsoft Open R), the data source (FRED at the Federal Reserve Bank of St. Louis), and the calculation of returns.
完成时间为 4 小时
5 个视频 （总计 29 分钟）, 2 个阅读材料, 7 个测验
完成时间为 4 小时
Risk Management under Normal Distributions
This module covers how to calculate value-at-risk (VaR) and expected shortfall (ES) when returns are normally distributed.
完成时间为 4 小时
4 个视频 （总计 32 分钟）, 1 个阅读材料, 8 个测验
完成时间为 4 小时
Risk Management under Non-normal Distributions
This module covers how to test for normality of returns, and how to calculate value-at-risk (VaR) and expected shortfall (ES) when returns are not normally distributed.
完成时间为 4 小时
4 个视频 （总计 57 分钟）, 1 个阅读材料, 7 个测验
完成时间为 4 小时
Risk Management under Volatility Clustering
This module covers how to test for the presence of volatility clustering, and how to calculate value-at-risk (VaR) and expected shortfall (ES) when returns exhibit volatility clustering.
完成时间为 4 小时
9 个视频 （总计 74 分钟）, 1 个阅读材料, 6 个测验
审阅
- 5 stars66.66%
- 4 stars21.29%
- 3 stars5.09%
- 2 stars1.85%
- 1 star5.09%
来自FINANCIAL RISK MANAGEMENT WITH R的热门评论
由 SM 提供Sep 4, 2021
I learnt a lot of concepts and how to implement those concept in R. Highly recommended if you are into technical risk management for financial portfolio.
由 AS 提供Feb 8, 2021
You will enjoy it. It is definitely one of the amazing course of all which I took from Coursera.
由 DL 提供Apr 2, 2021
Great course, with the right level of detail and topics
由 GP 提供Apr 5, 2021
good course, I would have gone deeper in the last part, about GARCH modelling
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.
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