Duke University
Financial Risk Management with R
Duke University

Financial Risk Management with R

This course is part of Entrepreneurial Finance: Strategy and Innovation Specialization

David Hsieh

Instructor: David Hsieh

Access provided by Interbank

18,882 already enrolled

Gain insight into a topic and learn the fundamentals.
4.3

(252 reviews)

Intermediate level
Some related experience required
1 week to complete
at 10 hours a week
Flexible schedule
Learn at your own pace
Gain insight into a topic and learn the fundamentals.
4.3

(252 reviews)

Intermediate level
Some related experience required
1 week to complete
at 10 hours a week
Flexible schedule
Learn at your own pace

See how employees at top companies are mastering in-demand skills

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Build your subject-matter expertise

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.
  • Learn new concepts from industry experts
  • Gain a foundational understanding of a subject or tool
  • Develop job-relevant skills with hands-on projects
  • Earn a shareable career certificate

There are 4 modules in this course

This module goes over the use of R and RStudio, retrieving data from different data sources (FRED at the Federal Reserve Bank of St. Louis and Yahoo!Finance), and the calculation of returns.

What's included

5 videos3 readings7 assignments

This module covers how to calculate value-at-risk (VaR) and expected shortfall (ES) when returns are normally distributed.

What's included

4 videos1 reading8 assignments

This module covers how to test for normality of returns, and how to calculate value-at-risk (VaR) and expected shortfall (ES) when returns are not normally distributed.

What's included

4 videos1 reading7 assignments

This module covers how to test for the presence of volatility clustering, and how to calculate value-at-risk (VaR) and expected shortfall (ES) when returns exhibit volatility clustering.

What's included

9 videos2 readings6 assignments

Earn a career certificate

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Build toward a degree

When you complete this course, you may be able to have your learning recognized for credit if you are admitted and enroll in one of the following online degree programs.¹

 

Instructor

Instructor ratings
4.6 (101 ratings)
David Hsieh
Duke University
1 Course18,882 learners

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Duke University

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4.3

252 reviews

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