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.
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- 4 stars20.81%
- 3 stars4.97%
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來自FINANCIAL RISK MANAGEMENT WITH R的熱門評論
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.
You will enjoy it. It is definitely one of the amazing course of all which I took from Coursera.
good introductory course on VaR, ES topics, and their inuitions, and implementations in R
Awesome introduction course for Risk Management who have some expertise in statistics and finance