Duke University

Financial Risk Management with R

David Hsieh

Instructor: David Hsieh

17,239 already enrolled

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Gain insight into a topic and learn the fundamentals.
4.4

(244 reviews)

Intermediate level
Some related experience required
Flexible schedule
Approx. 14 hours
Learn at your own pace
Build toward a degree
Gain insight into a topic and learn the fundamentals.
4.4

(244 reviews)

Intermediate level
Some related experience required
Flexible schedule
Approx. 14 hours
Learn at your own pace
Build toward a degree

Details to know

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Assessments

28 assignments

Taught in English

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This course is part of the Entrepreneurial Finance: Strategy and Innovation Specialization
When you enroll in this course, you'll also be enrolled in this Specialization.
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There are 4 modules in this course

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.

What's included

5 videos2 readings7 assignments

This module covers how to calculate value-at-risk (VaR) and expected shortfall (ES) when returns are normally distributed.

What's included

4 videos1 reading8 assignments

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.

What's included

4 videos1 reading7 assignments

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.

What's included

9 videos1 reading6 assignments

Instructor

Instructor ratings
4.6 (100 ratings)
David Hsieh
Duke University
1 Course17,239 learners

Offered by

Duke University

Recommended if you're interested in Finance

Build toward a degree

When you complete this course, you may be able to have your learning recognized for credit if you are admitted and enroll in one of the following online degree programs.¹

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4.4

244 reviews

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CS
5

Reviewed on Sep 4, 2021

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5

Reviewed on Feb 8, 2021

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5

Reviewed on Jan 22, 2023

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