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.
이 강좌에 대하여
귀하가 습득할 기술
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.
- 5 stars66.97%
- 4 stars21.10%
- 3 stars5.04%
- 2 stars1.83%
- 1 star5.04%
FINANCIAL RISK MANAGEMENT WITH R의 최상위 리뷰
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.
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.
You will enjoy it. It is definitely one of the amazing course of all which I took from Coursera.
I loved this course, I think it was very friendly and of course with an excellent level.
I highly recommend this course
Entrepreneurial Finance: Strategy and Innovation 특화 과정 정보
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.
자주 묻는 질문
강의 및 과제를 언제 이용할 수 있게 되나요?
이 전문 분야를 구독하면 무엇을 이용할 수 있나요?
재정 지원을 받을 수 있나요?
궁금한 점이 더 있으신가요? 학습자 도움말 센터를 방문해 보세요.