Back to Financial Risk Management with R
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.

Status: Statistical Programming
Status: Statistical Modeling
IntermediateCourse15 hours

Featured reviews

FM

4.0Reviewed 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".

AD

5.0Reviewed 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

5.0Reviewed 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.

VG

4.0Reviewed Jun 15, 2020

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

AC

5.0Reviewed Nov 15, 2024

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

AS

5.0Reviewed Feb 8, 2021

You will enjoy it. It is definitely one of the amazing course of all which I took from Coursera.

LB

5.0Reviewed Jul 17, 2020

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

LM

5.0Reviewed Oct 17, 2023

Very useful course that sharpened my understanding of Risk Management. More detailed notes would be more helpful in the future, otherwise this course is amazing.

KS

5.0Reviewed Jul 10, 2020

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

SK

5.0Reviewed Jan 22, 2023

The material was concise and reinforced what I had learned.

SL

5.0Reviewed Jun 4, 2023

Simple yet well thought through course to give beginners a good starting point to learn risk management using code.

DL

5.0Reviewed Apr 2, 2021

Great course, with the right level of detail and topics

All reviews

Showing: 20 of 102

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