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.
Este curso faz parte do Programa de cursos integrados Entrepreneurial Finance: Strategy and Innovation
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Informações sobre o curso
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Prazos flexíveis
Redefinir os prazos de acordo com sua programação.
Certificados compartilháveis
Tenha o certificado após a conclusão
100% on-line
Comece imediatamente e aprenda em seu próprio cronograma.
Nível intermediário
Aprox. 15 horas para completar
Inglês
Legendas: Árabe, Francês, Portuguese (European), Italiano, Vietnamita, Alemão, Russo, Inglês, Espanhol
Habilidades que você terá
- Risk Analysis
- R Programming
- Risk Management
- Financial Risk
- Portfolio (Finance)
Prazos flexíveis
Redefinir os prazos de acordo com sua programação.
Certificados compartilháveis
Tenha o certificado após a conclusão
100% on-line
Comece imediatamente e aprenda em seu próprio cronograma.
Nível intermediário
Aprox. 15 horas para completar
Inglês
Legendas: Árabe, Francês, Portuguese (European), Italiano, Vietnamita, Alemão, Russo, Inglês, Espanhol
oferecido por
Universidade Duke
Duke University has about 13,000 undergraduate and graduate students and a world-class faculty helping to expand the frontiers of knowledge. The university has a strong commitment to applying knowledge in service to society, both near its North Carolina campus and around the world.
Programa - O que você aprenderá com este curso
4 horas para concluir
Introduction to R, Data Retrieval, and Return Calculation
This module goes over the versions of R (R Studio and Microsoft Open R), the data source (FRED at the Federal Reserve Bank of St. Louis), and the calculation of returns.
4 horas para concluir
5 vídeos (Total 29 mín.), 2 leituras, 7 testes
4 horas para concluir
Risk Management under Normal Distributions
This module covers how to calculate value-at-risk (VaR) and expected shortfall (ES) when returns are normally distributed.
4 horas para concluir
4 vídeos (Total 32 mín.), 1 leitura, 8 testes
4 horas para concluir
Risk Management under Non-normal Distributions
This module covers how to test for normality of returns, and how to calculate value-at-risk (VaR) and expected shortfall (ES) when returns are not normally distributed.
4 horas para concluir
4 vídeos (Total 57 mín.), 1 leitura, 7 testes
4 horas para concluir
Risk Management under Volatility Clustering
This module covers how to test for the presence of volatility clustering, and how to calculate value-at-risk (VaR) and expected shortfall (ES) when returns exhibit volatility clustering.
4 horas para concluir
9 vídeos (Total 74 mín.), 1 leitura, 6 testes
Avaliações
Principais avaliações do FINANCIAL RISK MANAGEMENT WITH R
por RR20 de Mar de 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.
por AD16 de Mai de 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
por SM4 de Set de 2021
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.
por KS10 de Jul de 2020
The basic of financial risk management are provided with very clear theoretical background and exercises to learn it practically!
Sobre Programa de cursos integrados Entrepreneurial Finance: Strategy and Innovation
From entrepreneurs to executives, this Specialization provides an opportunity for you to learn how to advance business innovation in your company and gain insights from leading faculty in the Fuqua School of Business at Duke University.
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