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
Access provided by L&T Corp - ATLNext
19,501 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
Skills you'll gain
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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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
FM
Reviewed on 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".
GP
Reviewed on Apr 5, 2021
good course, I would have gone deeper in the last part, about GARCH modelling
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