Financial Risk Management with R

Duke University

finance   |   Advanced   |   15 Hours

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.

What skills will you gain?

Venture Capital

financial risk

value at risk

Risk

Studentized Residual

R Programming

Finance

financial risk management

Risk Management

Leadership and Management