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.
Über diesen Kurs
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- 5 stars66,96 %
- 4 stars20,81 %
- 3 stars4,97 %
- 2 stars1,80 %
- 1 star5,42 %
Top-Bewertungen von FINANCIAL RISK MANAGEMENT WITH R
good course, I would have gone deeper in the last part, about GARCH modelling
Great course, with the right level of detail and topics
You will enjoy it. It is definitely one of the amazing course of all which I took from Coursera.
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.
Über den Spezialisierung Entrepreneurial Finance: Strategy and Innovation
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