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.
About this Course
Skills you will gain
- 5 stars67.27%
- 4 stars20.90%
- 3 stars5%
- 2 stars1.81%
- 1 star5%
TOP REVIEWS FROM FINANCIAL RISK MANAGEMENT WITH R
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.
Great course, with the right level of detail and topics
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.
I have a partial idea of risk management and R too in same course thats valuble
About the Entrepreneurial Finance: Strategy and Innovation Specialization
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