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.
This course is part of the Entrepreneurial Finance: Strategy and Innovation Specialization
About this Course
Skills you will gain
- Risk Analysis
- R Programming
- Risk Management
- Financial Risk
- Portfolio (Finance)
Syllabus - What you will learn from this course
Introduction to R, Data Retrieval, and Return Calculation
Risk Management under Normal Distributions
Risk Management under Non-normal Distributions
Risk Management under Volatility Clustering
- 5 stars66.96%
- 4 stars21.14%
- 3 stars4.84%
- 2 stars1.76%
- 1 star5.28%
TOP REVIEWS FROM FINANCIAL RISK MANAGEMENT WITH R
Great course, with the right level of detail and topics
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.
Awesome introduction course for Risk Management who have some expertise in statistics and finance
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.
About the Entrepreneurial Finance: Strategy and Innovation Specialization
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