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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来自FINANCIAL RISK MANAGEMENT WITH R的热门评论
Awesome introduction course for Risk Management who have some expertise in statistics and finance
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.
Great course, with the right level of detail and topics
good course, I would have gone deeper in the last part, about GARCH modelling