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Voltar para Financial Risk Management with R

Comentários e feedback de alunos de Financial Risk Management with R da instituição Universidade Duke

216 classificações

Sobre o curso

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....

Melhores avaliações


20 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.


16 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

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51 — 75 de 81 Avaliações para o Financial Risk Management with R


6 de nov de 2020

had great learning experience

por Foued H

22 de mai de 2020

Very nice course . Good job

por Xiaohan C

20 de mai de 2020

Excellent course!

por Rafael H T G

4 de jan de 2022

Excelente curso.

por Marco U M L

25 de ago de 2020

Great starting

por Gabriel A C N

30 de mai de 2020


por JOSE L L G

25 de jul de 2021


por Martin G

22 de mai de 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

8 de fev de 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.

por Rene L

15 de mai de 2020

My first time working with R, the learning curve was therefore quite steep. Content is good, but I dont think it fits well to the overall “Entrepreneurial Finance: Strategy and Innovation Specialization”. This content would be more relevant for investment management.

por Ilhan I A

2 de jan de 2021

Very clear explanation for terms and the applications. Real-world data applications are also beneficial for practicing and interpreting. In total the course is very useful both for the market and academic. Thanks a lot.

por Sandra J C C

5 de mar de 2021

Me pareció muy interesante el curso, dado que asocia el lenguaje de programación R a los conceptos y sus aplicaciones. Corregir los errores que se encuentran en los cuestionarios y quices de las semanas.

por Regina A G

17 de out de 2020

You need a solid statistics knowledge and some knowledge in finance, but don't be scared of using R. Week 4 could be broke down to 2 weeks, but other than that overall a good course!

por Montoisy F

12 de jul de 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".

por Claudio R V

25 de out de 2020

There are certain things. mostly plots, that are not explained and would be good to get the background on how to do it. But overall really good content.

por Esteban D A

28 de jul de 2020

Some explanations are quite vague, especially in the formulas used in week 2; there's no clear where do parameters came from.

por Kleider S V G

20 de jun de 2021

The content of the course is very interesting. I am very satisfied with the new knowledge acquired.

por Venkata S S G

16 de jun de 2020

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

por Giulia P

6 de abr de 2021

good course, I would have gone deeper in the last part, about GARCH modelling


6 de set de 2021

Buen curso introductorio

por Timothy C E H

4 de abr de 2021

It's a really interesting contains and the sample code provided make the course very easy to follow if you had some previous experiences on R but for people without any previous R experience, maybe a bit hard to understand what happening. The hardest part of the course for me is to downgrade my R and the version compatibility for individual R packages installation, some R packages is not supported on install.packages function and you need to find out how to run it on individual machine. For example, the Microsoft Open R is not work on the Mac and end up I used CRAN to do all the exersices. Quiz 4 didn't gave a right hints on the answer format and make to need to guess several times to pass the exam.

por Jean C E

6 de mar de 2021

Debido a que en la semana 2 se presentan algunos inconvenientes al momento de calificar los puntos de las evaluaciones, considerando que hay respuestas correctas que califica como mal, por ejemplo en el quiz 2 de la semana 2 pregunta 1 intente inicialmente con la media redondeando a 6 decimales pero me arrojo que estaba mal, luego probe con la media sin redondear y me arrojo lo mismo. Sin embargo, el var y el ES resultaban bien calificados, entonces esa parte fue confusa. Todo lo demás bien.

por Subhav M

18 de mai de 2020

Most of the answers in the quiz have issues regarding the version. But the course comprises of important features one might want to know beforehand while entering into the risk management sector.

por Nicola D B

25 de jul de 2021

I do not appreciate that it is not possible to find a solution for week 4.1 nor using the code provided during the lessons nor slightly modifying the code .

por Jurgen P

16 de mai de 2021

Didn't like the course much. Interesting, but stumbled into problems using R-Studio and had to find the correct answer for the course despite having the correct script in R-Studio. Many students have that problem, yet the faculty isn't fixing the course or assisting in any way.