Financial Risk Management with R

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课程主页: https://www.coursera.org/archive/financial-risk-management-with-r

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课程大纲

Introduction to R, Data Retrieval, and Return Calculation
Risk Management under Normal Distributions
Risk Management under Non-normal Distributions
Risk Management under Volatility Clustering

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课程详情

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.

使用R进行金融风险管理:本课程教您如何计算证券投资组合的收益以及如何量化该投资组合的市场风险,这是银行,对冲基金,保险公司和其他金融机构的金融市场分析师的一项重要技能服务和投资公司。通过将R编程语言与Microsoft Open R和RStudio结合使用,您将使用两个主要工具来计算股票投资组合的市场风险:风险价值(VaR)和预期空缺(ES)。您将需要对R编程的初学者理解,以完成本课程的作业。

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