Duke University

Financial Risk Management with R

This course is part of Entrepreneurial Finance: Strategy and Innovation Specialization

Taught in English

Some content may not be translated

David Hsieh

Instructor: David Hsieh

16,095 already enrolled

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Course

Gain insight into a topic and learn the fundamentals

4.4

(240 reviews)

Intermediate level
Some related experience required
14 hours (approximately)
Flexible schedule
Learn at your own pace

Details to know

Shareable certificate

Add to your LinkedIn profile

Assessments

28 quizzes

Course

Gain insight into a topic and learn the fundamentals

4.4

(240 reviews)

Intermediate level
Some related experience required
14 hours (approximately)
Flexible schedule
Learn at your own pace

See how employees at top companies are mastering in-demand skills

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Build your subject-matter expertise

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.
  • Learn new concepts from industry experts
  • Gain a foundational understanding of a subject or tool
  • Develop job-relevant skills with hands-on projects
  • Earn a shareable career certificate
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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 quizzes

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 quizzes

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 quizzes

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 quizzes

Instructor

Instructor ratings
4.6 (98 ratings)
David Hsieh
Duke University
1 Course16,095 learners

Offered by

Duke University

Recommended if you're interested in Finance

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4.4

240 reviews

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AD
5

Reviewed on May 16, 2020

DL
5

Reviewed on Apr 2, 2021

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5

Reviewed on Jan 22, 2023

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