About this Course

6,029 recent views

100% online

Start instantly and learn at your own schedule.

Flexible deadlines

Reset deadlines in accordance to your schedule.

Intermediate Level

Approx. 14 hours to complete

Suggested: 17 hours/week...

English

Subtitles: English

Skills you will gain

Risk AnalysisR ProgrammingRisk ManagementFinancial RiskPortfolio (Finance)

100% online

Start instantly and learn at your own schedule.

Flexible deadlines

Reset deadlines in accordance to your schedule.

Intermediate Level

Approx. 14 hours to complete

Suggested: 17 hours/week...

English

Subtitles: English

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

Instructor

Image of instructor, David Hsieh

David Hsieh

Bank of America Professor
Finance

About Duke University

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....

About the Entrepreneurial Finance: Strategy and Innovation Specialization

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. In the first course, you will learn how to valuate entrepreneurial ventures—including high-growth startups—using Excel spreadsheet models. You will also learn how to discern between the tradeoffs of different financing strategies: loan investments, venture capital, angel investing, and crowdfunding. The second course will teach you how to manage a startup’s financing strategy, where you will learn how to build capitalization tables (or “cap tables”) in Excel. Cap tables will help you explore different financing strategies for your startup company and determine which financing decisions are best for your entrepreneurial venture. The third course transitions to an analysis of blockchain technologies, where you will learn how to identify opportunities to disrupt and innovate business models using blockchain as well as avoid poorly executed applications of blockchain to business. The fourth course will teach you how to use R programming to calculate the return of a stock portfolio as well as quantify the market risk of that portfolio. This Specialization is also an excellent opportunity for professionals interested in Fuqua’s master’s programs to get an inside look into Fuqua’s faculty expertise and courses....
Entrepreneurial Finance: Strategy and Innovation

Frequently Asked Questions

  • Once you enroll for a Certificate, you’ll have access to all videos, quizzes, and programming assignments (if applicable). Peer review assignments can only be submitted and reviewed once your session has begun. If you choose to explore the course without purchasing, you may not be able to access certain assignments.

  • When you enroll in the course, you get access to all of the courses in the Specialization, and you earn a certificate when you complete the work. Your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile. If you only want to read and view the course content, you can audit the course for free.

More questions? Visit the Learner Help Center.