Voltar para Financial Risk Management with R

4.4

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80 classificações

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37 avaliações

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....

May 17, 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

Jul 11, 2020

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

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por Peter M

•Dec 28, 2019

I really like the professor, and the content was clearly explained and relevant. However, there are some serious technical problems with the course.

Let me preface this by saying I am very comfortable programming in R; I have been using it for econometric analysis for 5 years. Given this, I think it is unreasonable to demand that students to use a dated R version in the course. I did not "downgrade" my R to take this, and therefore experienced some problems.

These problems stem from the fact that the random number generator (RNG) default program changed in R version 3.6.0. Therefore, when using the set.seed() command to ensure our random samples matched those of the professor, I got slightly different results. This shouldn't have been a problem, but the professor arbitrarily decided that the answers to the quizzes and exercises should include six decimal places. If he asked for three or four decimals, this would not have been a problem and any version of R would be sufficient.

There is a solution to this; use the command RNGkind(sample.kind = "Rounding") before the set.seed() command. This sets the RNG default to that of R version 3.5. This explanation should be added to the course.

The other major technical issue is even more frustrating. The Russell 3000 and Russell 2000 data used in quiz 3 and 4 in EVERY week/module was removed for the FRED databases. See this article: https://news.research.stlouisfed.org/2019/09/russell-data-to-be-removed-from-fred/ .

This data was removed on October 4, 2019. When taking this course almost three months later, I found that this issue has not been addressed yet. Because of this, 8 of the 16 quizzes in this course cannot be completed.

This course has so much potential, but it is lost in the lack of maintenance.

por Ted H

•Dec 03, 2019

A really fantastic course! Perfect for somebody with an introductory understanding of the R-programming language and of financial analytics. The course goes into some really complicated concepts, and by the end you will be analyzing Volatility Clustering with the GARCH model. But the professor walks you through at a steady pace so that it really does start to make sense. Luckily the exercises and quizzes stay reasonable and do a good job of reinforcing the material - they do not stretch you beyond what was covered. You are not expected to be an expert by the end.

por LN M R

•Apr 21, 2020

This course content is good. Prof has taught it really excellent. It requires bit more explanation on R codes and some statistical concepts. VaR has to be dealt in more detailed way. There are several volatility clustering techniques. Prof should have given a slight introduction to various GARCH models. On the whole, the course is worth taking and has good value for money in my opinion. Thanks to prof and coursera

por Dr. S M A T

•Jul 01, 2020

Its a wonderful and extremely learning course relating financial risk management using R. I have enjoyed every module and gained valuable knowledge relating calculation of VaR and ES using different R functions. Thank you to the Team of this course and Coursera management.

por Dhinesh A D

•May 12, 2020

Great course on financial market analysis with real time data elevates the actual functioning of the different markets and analyzing using R Studio. The concepts were of advanced for a beginner but going through lectures more often gives clarity.

por Debayan S

•Jul 28, 2020

One of the best courses on Financial Risk Management on R starting right from the basics and going in-depth to cover the areas of Risk management transitioning smoothly for a new comer to understand the field. Extremely helpful course

por Avik D

•May 17, 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 Francisco G

•Apr 12, 2020

Interesting subject and clearly explained, but I do not see how is this connected to "Entrepreneurial Finance: Strategy and Innovation"

por Kristina S

•Jul 11, 2020

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

por Stéphane C

•May 22, 2020

The course is very interesting, albeit not exactly related to Entrepreneurial Finance. Some knowledge of R is recommended.

por SET S M

•Jun 01, 2020

I loved this course, I think it was very friendly and of course with an excellent level.

I highly recommend this course

por Aron M B

•Jun 26, 2020

One of the best courses available on coursera! I really recommend it to every person keen on finance and investments!

por Lucas F F

•Jun 28, 2020

Me encanto. Muy bien explicado el profesor y los ejemplos en la ultima semana estaban muy buenos.

por Julian P

•Jul 15, 2020

Very nice explanation, with a vocabulary for dummies in the topic Risk Management. Very useful

por Jesús M

•Jul 20, 2020

It is an excellent option to learn and review the basic concepts to analyze financial data.

por Joe W

•Jul 07, 2020

This course has been very well planned and structured. I enjoyed taking it. Thank you.

por Nataly B

•Jul 18, 2020

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

por Alberto P L

•Jul 10, 2020

Very usefull course to be introducted in financial risk. I recomend it.

por Vasily P

•Apr 12, 2020

Grate course. Exactly that I need for my job. Thank you professor!

por Salih T

•Jul 11, 2020

Excellent course, too long quizzes.

por Foued H

•May 22, 2020

Very nice course . Good job

por Xiaohan C

•May 20, 2020

Excellent course!

por GABRIEL A C N

•May 30, 2020

Excelente!!!!

por Martin G

•May 22, 2020

This course is very practical and R is intuitive, so it helps visualizing what VaR and ES. I think it would be useful to remind people that in "real life" these parameters are not run directly on market data returns but rather on portfolio P&L, which adds a (big) computation step and thus require dedicated systems to value all the positions. Besides, I failed to use the function ugarchroll (Rstudio processes forever) which was a bit frustrating. Luckily is wasn't part of the quiz.

por Wenzhao A Z

•Feb 08, 2020

The course is great and useful. But there are a few minor problems that are needed to fix:

1) Some of the data cannot be collected through the package mentioned in the class, although we can still finish the course without finishing those quizzes, it is still a little confusing.

2). The materials covered in the course are a bit simple for financing-majored students, the scope of the course is also a bit narrow, all the course is about the VaR and ES.

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