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 Masterflex LLC, Part of Avantor
19,337 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
Details to know
Shareable certificate
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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
SK
Reviewed on Jan 22, 2023
The material was concise and reinforced what I had learned.
AC
Reviewed on Nov 15, 2024
Exercises and quizzes should be updated to be compatible with later versions of R.
HE
Reviewed on 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.
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