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
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Financial Risk Management with R
This course is part of Entrepreneurial Finance: Strategy and Innovation Specialization
Instructor: David Hsieh
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257 reviews
Intermediate level
Some related experience required
2 weeks to complete
at 10 hours a week
Flexible schedule
Learn at your own pace
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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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(103 ratings)Offered by
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Sungkyunkwan University
Sungkyunkwan University
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Showing 3 of 257
RR
Reviewed on 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.
AC
Reviewed on Nov 15, 2024
Exercises and quizzes should be updated to be compatible with later versions of R.
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".
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