About this Course

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Flexible deadlines
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Intermediate Level
Approx. 15 hours to complete
English

Skills you will gain

Risk AnalysisR ProgrammingRisk ManagementFinancial RiskPortfolio (Finance)
Shareable Certificate
Earn a Certificate upon completion
100% online
Start instantly and learn at your own schedule.
Flexible deadlines
Reset deadlines in accordance to your schedule.
Intermediate Level
Approx. 15 hours to complete
English

Instructor

Offered by

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Duke University

Syllabus - What you will learn from this course

Week
1

Week 1

4 hours to complete

Introduction to R, Data Retrieval, and Return Calculation

4 hours to complete
5 videos (Total 29 min), 2 readings, 7 quizzes
5 videos
Retrieving Data from FRED7m
Calculating Daily Returns5m
Calculating Longer Returns2m
A Simple Example3m
2 readings
Exercise 1 - Introduction to Microsoft Open R and R Studio20m
Week 1 Quiz Instructions2m
7 practice exercises
Exercise 2 - Retrieving data from FRED15m
Exercise 3 - Calculating Returns on Gold15m
Exercise 4 - Longer Horizon Returns of Gold15m
Week 1 Quiz (1 of 4)30m
Week 1 Quiz (2 of 4)30m
Week 1 Quiz (3 of 4)30m
Week 1 Quiz (4 of 4)30m
Week
2

Week 2

4 hours to complete

Risk Management under Normal Distributions

4 hours to complete
4 videos (Total 32 min), 1 reading, 8 quizzes
4 videos
Value-at-Risk (VaR)7m
Expected Shortfall (ES)5m
Using Simulation to Estimate VaR and ES11m
1 reading
Week 2 Quiz Instructions2m
8 practice exercises
Exercise 5 - Estimating Parameters of the Normal Distribution15m
Exercise 6 - Estimating VaR of the Normal Distribution15m
Exercise 7 - Estimating ES of the Normal Distribution15m
Exercise 8 - Estimating VaR and ES via Simulation15m
Week 2 Quiz (1 of 4)30m
Week 2 Quiz (2 of 4)30m
Week 2 Quiz (3 of 4)30m
Week 2 Quiz (4 of 4)30m
Week
3

Week 3

4 hours to complete

Risk Management under Non-normal Distributions

4 hours to complete
4 videos (Total 57 min), 1 reading, 7 quizzes
4 videos
Student-t Distribution14m
Rescaled t Distribution Model14m
VaR and ES for Multi-day Horizon12m
1 reading
Week 3 Quiz Instructions2m
7 practice exercises
Exercise 9 - Skewness, Kurtosis, Jarque-Bera Test for Normality15m
Exercise 10 - Estimate Parameters of the Scaled Student-t Distribution15m
Exercise 11 - Estimate VaR and ES at 10-day Horizon15m
Week 3 Quiz (1 of 4)30m
Week 3 Quiz (2 of 4)30m
Week 3 Quiz (3 of 4)30m
Week 3 Quiz (4 of 4)30m
Week
4

Week 4

4 hours to complete

Risk Management under Volatility Clustering

4 hours to complete
9 videos (Total 74 min), 1 reading, 6 quizzes
9 videos
Volatility Clustering7m
GARCH11m
Estimation: rugarch Package9m
GARCH(1,1) - t4m
Diagnostic Tests8m
Using the ugarchboot Function10m
Using the ugarchroll Function5m
Course Summary4m
1 reading
Week 4 Quiz Instructions2m
6 practice exercises
Exercise 12 - Serial Correlation, Volatility Clustering, GARCH15m
Exercise 13 - VaR and ES for GARCH bootstrap15m
Week 4 Quiz (1 of 4)30m
Week 4 Quiz (2 of 4)30m
Week 4 Quiz (3 of 4)30m
Week 4 Quiz (4 of 4)30m

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About the Entrepreneurial Finance: Strategy and Innovation Specialization

Entrepreneurial Finance: Strategy and Innovation

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