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.
Financial Risk Management with R
Financial Risk Management with R
This course is part of Entrepreneurial Finance: Strategy and Innovation Specialization
Instructor: David Hsieh
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19,341 already enrolled
Gain insight into a topic and learn the fundamentals.
257 reviews
Intermediate level
Some related experience required
2 weeks to complete
at 10 hours a week
Flexible schedule
Learn at your own pace
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Tools you'll learn
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Assessments
28 assignments
Taught in English
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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.
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There are 4 modules in this course
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Showing 3 of 257
VG
Reviewed on Jun 15, 2020
good introductory course on VaR, ES topics, and their inuitions, and implementations in R
AD
Reviewed on May 16, 2020
The concepts are beautifully explained. This course requires basic understanding of Risk management and R coding. Thank you for such a good learning experience. Best of Luck
DL
Reviewed on Apr 2, 2021
Great course, with the right level of detail and topics
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