Back to Financial Risk Management with R
Duke University

Financial Risk Management with R

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.

Status: Financial Data
Status: Financial Trading
IntermediateCourse15 hours

Featured reviews

SK

5.0Reviewed Jan 22, 2023

The material was concise and reinforced what I had learned.

DL

5.0Reviewed Apr 2, 2021

Great course, with the right level of detail and topics

HE

5.0Reviewed Sep 16, 2022

I work in the investment department of a commercial bank. This course was very useful for me. I hope it was the same for others.

AD

5.0Reviewed 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

LB

5.0Reviewed Jul 17, 2020

Very good course, it would be great to see a next level course from this topic

AC

5.0Reviewed Nov 15, 2024

Exercises and quizzes should be updated to be compatible with later versions of R.

JW

5.0Reviewed Jul 6, 2020

This course has been very well planned and structured. I enjoyed taking it. Thank you.

RR

5.0Reviewed Mar 20, 2021

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.

AS

5.0Reviewed Feb 8, 2021

You will enjoy it. It is definitely one of the amazing course of all which I took from Coursera.

CS

5.0Reviewed Sep 4, 2021

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.

FM

4.0Reviewed Jul 12, 2020

Really good assessments method, and very interesting topics covered. Material (slides) is however not fully complete in my opinion, hence I rate it with 4 stars "only".

NG

5.0Reviewed Nov 26, 2020

Practical knowledge of the use of R in quantitative Risk management.

All reviews

Showing: 20 of 102

Peter Mueller
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Reviewed Dec 28, 2019
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Reviewed May 17, 2020
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Reviewed Jul 19, 2020
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Alaeddine Sabbagh
3.0
Reviewed May 17, 2020
Giuseppe Colistra
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Ted Hartnell
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Reviewed Dec 3, 2019
Jeferson Antonio Ramos Tapias
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5.0
Reviewed Dec 20, 2020