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
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Course 4 of 4 in the
Intermediate Level
Approx. 14 hours to complete
English
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Try Coursera for BusinessSkills you will gain
- Risk Analysis
- R Programming
- Risk Management
- Financial Risk
- Portfolio (Finance)
Flexible deadlines
Reset deadlines in accordance to your schedule.
Shareable Certificate
Earn a Certificate upon completion
100% online
Start instantly and learn at your own schedule.
Course 4 of 4 in the
Intermediate Level
Approx. 14 hours to complete
English
Could your company benefit from training employees on in-demand skills?
Try Coursera for BusinessOffered by
Syllabus - What you will learn from this course
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
4 hours to complete
Risk Management under Normal Distributions
4 hours to complete
4 videos (Total 32 min), 1 reading, 8 quizzes
4 hours to complete
Risk Management under Non-normal Distributions
4 hours to complete
4 videos (Total 57 min), 1 reading, 7 quizzes
4 hours to complete
Risk Management under Volatility Clustering
4 hours to complete
9 videos (Total 74 min), 1 reading, 6 quizzes
Reviews
- 5 stars66.96%
- 4 stars21.14%
- 3 stars4.84%
- 2 stars1.76%
- 1 star5.28%
TOP REVIEWS FROM FINANCIAL RISK MANAGEMENT WITH R
by MANov 7, 2020
Awesome introduction course for Risk Management who have some expertise in statistics and finance
by DLApr 2, 2021
Great course, with the right level of detail and topics
by GPApr 5, 2021
good course, I would have gone deeper in the last part, about GARCH modelling
by BGNov 7, 2020
I have a partial idea of risk management and R too in same course thats valuble
About the Entrepreneurial Finance: Strategy and Innovation Specialization

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