Financial Risk Management with R
Master portfolio risk analysis using R programming, including Value-at-Risk and Expected Shortfall calculations.
Master portfolio risk analysis using R programming, including Value-at-Risk and Expected Shortfall calculations.
This course cannot be purchased separately - to access the complete learning experience, graded assignments, and earn certificates, you'll need to enroll in the full Entrepreneurial Finance: Strategy and Innovation Specialization program. You can audit this specific course for free to explore the content, which includes access to course materials and lectures. This allows you to learn at your own pace without any financial commitment.
4.4
(243 ratings)
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English
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What you'll learn
Calculate and analyze portfolio returns using R
Master Value-at-Risk and Expected Shortfall calculations
Handle normal and non-normal distribution analysis
Implement GARCH models for volatility clustering
Use R packages for financial risk management
Skills you'll gain
This course includes:
3.2 Hours PreRecorded video
28 quizzes
Access on Mobile, Tablet, Desktop
FullTime access
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There are 4 modules in this course
This comprehensive course teaches financial market risk analysis using R programming. Students learn to calculate portfolio returns and quantify market risk using Value-at-Risk (VaR) and Expected Shortfall (ES). The curriculum covers both normal and non-normal distributions, volatility clustering, and GARCH models. Through hands-on exercises using RStudio and Microsoft Open R, participants gain practical skills in financial data analysis and risk management techniques used by banks, hedge funds, and investment firms.
Introduction to R, Data Retrieval, and Return Calculation
Module 1 · 3 Hours to complete
Risk Management under Normal Distributions
Module 2 · 3 Hours to complete
Risk Management under Non-normal Distributions
Module 3 · 3 Hours to complete
Risk Management under Volatility Clustering
Module 4 · 3 Hours to complete
Fee Structure
Instructor
Bank of America Professor
David A. Hsieh holds the position of Bank of America Professor at the Fuqua School of Business, Duke University, where he is part of the finance area. He earned his B.Sc. in Economics and Mathematics from Yale University in 1976 and completed his Ph.D. in Economics at the Massachusetts Institute of Technology in 1981. Professor Hsieh taught at the Graduate School of Business at the University of Chicago from 1981 to 1989 before joining the Fuqua faculty in 1989. He also has a secondary appointment in the Duke Economics Department.
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4.4 course rating
243 ratings
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