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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About this Course
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Try Coursera for BusinessSkills you will gain
- Risk Analysis
- R Programming
- Risk Management
- Financial Risk
- Portfolio (Finance)
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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
Reviews
- 5 stars66.96%
- 4 stars21.14%
- 3 stars4.84%
- 2 stars1.76%
- 1 star5.28%
TOP REVIEWS FROM FINANCIAL RISK MANAGEMENT WITH R
good course, I would have gone deeper in the last part, about GARCH modelling
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.
I learnt both R and Financial Risk Management in this interesting course.
About the Entrepreneurial Finance: Strategy and Innovation Specialization

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