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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.

状态:Probability Distribution
状态:R (Software)
中级课程小时

精选评论

AC

5.0评论日期:Nov 15, 2024

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

AD

5.0评论日期: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

HE

5.0评论日期: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.

LB

5.0评论日期:Jul 17, 2020

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

CS

5.0评论日期: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.

M

5.0评论日期:Nov 7, 2020

Awesome introduction course for Risk Management who have some expertise in statistics and finance

KS

5.0评论日期:Jul 10, 2020

The basic of financial risk management are provided with very clear theoretical background and exercises to learn it practically!

FM

4.0评论日期: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

5.0评论日期:Nov 26, 2020

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

VG

4.0评论日期:Jun 15, 2020

good introductory course on VaR, ES topics, and their inuitions, and implementations in R

RR

5.0评论日期: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.

GP

4.0评论日期:Apr 5, 2021

good course, I would have gone deeper in the last part, about GARCH modelling

所有审阅

显示:20/102

Peter Mueller
2.0
评论日期:Dec 28, 2019
ifariha
1.0
评论日期:May 16, 2020
lance martin
5.0
评论日期:Oct 18, 2023
Francisco García
5.0
评论日期:Apr 11, 2020
Jurgen Proschinger
1.0
评论日期:May 16, 2021
LUIS CLAUDIO QUISPE MACAVILCA
1.0
评论日期:Apr 26, 2022
Steve P1 (SteveP1)
1.0
评论日期:Mar 24, 2025
Adrian Rabello Prado
5.0
评论日期:Aug 11, 2020
Chenmin Siow
5.0
评论日期:Sep 4, 2021
Kristina S
5.0
评论日期:Jul 11, 2020
Julian Pineda
5.0
评论日期:Jul 15, 2020
Joseph Waitschat
5.0
评论日期:Jul 6, 2020
Marcelo Fernando Condori Mendoza
4.0
评论日期:Jul 19, 2020
Øyvind Mortveit Ellingsen
4.0
评论日期:May 10, 2020
Alaeddine Sabbagh
3.0
评论日期:May 17, 2020
Giuseppe Colistra
3.0
评论日期:Apr 15, 2020
Ted Hartnell
5.0
评论日期:Dec 3, 2019
Jeferson Antonio Ramos Tapias
5.0
评论日期:Mar 12, 2021
R.L.N Murthy
5.0
评论日期:Apr 21, 2020
Brian Caldarola
5.0
评论日期:Dec 20, 2020