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.
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.
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- 4 stars21.29%
- 3 stars5.09%
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来自FINANCIAL RISK MANAGEMENT WITH R的热门评论
Great course, with the right level of detail and topics
good course, I would have gone deeper in the last part, about GARCH modelling
Challenging, but worthwhile -- would recommend approaching over weeks, and not rushing through.
Do not need a strong background in Statistics, but would definitely help understand the terminology.
Awesome introduction course for Risk Management who have some expertise in statistics and finance
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.