Acerca de este Curso
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Nivel intermedio

Aprox. 12 horas para completar

Sugerido: 6 hours/week...

Inglés (English)

Subtítulos: Inglés (English)

Habilidades que obtendrás

Risk AnalysisR ProgrammingRisk ManagementFinancial RiskPortfolio (Finance)

100 % en línea

Comienza de inmediato y aprende a tu propio ritmo.

Fechas límite flexibles

Restablece las fechas límite en función de tus horarios.

Nivel intermedio

Aprox. 12 horas para completar

Sugerido: 6 hours/week...

Inglés (English)

Subtítulos: Inglés (English)

Programa - Qué aprenderás en este curso

Semana
1
4 horas para completar

Introduction to R, Data Retrieval, and Return Calculation

5 videos (Total 29 minutos), 2 lecturas, 7 cuestionarios
5 videos
Retrieving Data from FRED7m
Calculating Daily Returns5m
Calculating Longer Returns2m
A Simple Example3m
2 lecturas
Exercise 1 - Introduction to Microsoft Open R and R Studio20m
Week 1 Quiz Instructions2m
7 ejercicios de práctica
Exercise 2 - Retrieving data from FRED15m
Exercise 3 - Calculating Returns on Gold15m
Exercise 4 - Longer Horizon Returns of Gold15m
Week 1 Quiz (1 of 4)30m
Week 1 Quiz (2 of 4)30m
Week 1 Quiz (3 of 4)30m
Week 1 Quiz (4 of 4)30m
Semana
2
4 horas para completar

Risk Management under Normal Distributions

4 videos (Total 32 minutos), 1 lectura, 8 cuestionarios
4 videos
Value-at-Risk (VaR)7m
Expected Shortfall (ES)5m
Using Simulation to Estimate VaR and ES11m
1 lectura
Week 2 Quiz Instructions2m
8 ejercicios de práctica
Exercise 5 - Estimating Parameters of the Normal Distribution15m
Exercise 6 - Estimating VaR of the Normal Distribution15m
Exercise 7 - Estimating ES of the Normal Distribution15m
Exercise 8 - Estimating VaR and ES via Simulation15m
Week 2 Quiz (1 of 4)30m
Week 2 Quiz (2 of 4)30m
Week 2 Quiz (3 of 4)30m
Week 2 Quiz (4 of 4)30m
Semana
3
4 horas para completar

Risk Management under Non-normal Distributions

4 videos (Total 57 minutos), 1 lectura, 7 cuestionarios
4 videos
Student-t Distribution14m
Rescaled t Distribution Model14m
VaR and ES for Multi-day Horizon12m
1 lectura
Week 3 Quiz Instructions2m
7 ejercicios de práctica
Exercise 9 - Skewness, Kurtosis, Jarque-Bera Test for Normality15m
Exercise 10 - Estimate Parameters of the Scaled Student-t Distribution15m
Exercise 11 - Estimate VaR and ES at 10-day Horizon15m
Week 3 Quiz (1 of 4)30m
Week 3 Quiz (2 of 4)30m
Week 3 Quiz (3 of 4)30m
Week 3 Quiz (4 of 4)30m
Semana
4
4 horas para completar

Risk Management under Volatility Clustering

9 videos (Total 74 minutos), 1 lectura, 6 cuestionarios
9 videos
Volatility Clustering7m
GARCH11m
Estimation: rugarch Package9m
GARCH(1,1) - t4m
Diagnostic Tests8m
Using the ugarchboot Function10m
Using the ugarchroll Function5m
Course Summary4m
1 lectura
Week 4 Quiz Instructions2m
6 ejercicios de práctica
Exercise 12 - Serial Correlation, Volatility Clustering, GARCH15m
Exercise 13 - VaR and ES for GARCH bootstrap15m
Week 4 Quiz (1 of 4)30m
Week 4 Quiz (2 of 4)30m
Week 4 Quiz (3 of 4)30m
Week 4 Quiz (4 of 4)30m

Instructor

Avatar

David Hsieh

Bank of America Professor
Finance

Acerca de Universidad Duke

Duke University has about 13,000 undergraduate and graduate students and a world-class faculty helping to expand the frontiers of knowledge. The university has a strong commitment to applying knowledge in service to society, both near its North Carolina campus and around the world....

Acerca de Programa especializado Entrepreneurial Finance: Strategy and Innovation

From entrepreneurs to executives, this Specialization provides an opportunity for you to learn how to advance business innovation in your company and gain insights from leading faculty in the Fuqua School of Business at Duke University. In the first course, you will learn how to valuate entrepreneurial ventures—including high-growth startups—using Excel spreadsheet models. You will also learn how to discern between the tradeoffs of different financing strategies: loan investments, venture capital, angel investing, and crowdfunding. The second course will teach you how to manage a startup’s financing strategy, where you will learn how to build capitalization tables (or “cap tables”) in Excel. Cap tables will help you explore different financing strategies for your startup company and determine which financing decisions are best for your entrepreneurial venture. The third course transitions to an analysis of blockchain technologies, where you will learn how to identify opportunities to disrupt and innovate business models using blockchain as well as avoid poorly executed applications of blockchain to business. The fourth course will teach you how to use R programming to calculate the return of a stock portfolio as well as quantify the market risk of that portfolio. This Specialization is also an excellent opportunity for professionals interested in Fuqua’s master’s programs to get an inside look into Fuqua’s faculty expertise and courses....
Entrepreneurial Finance: Strategy and Innovation

Preguntas Frecuentes

  • Una vez que te inscribes para obtener un Certificado, tendrás acceso a todos los videos, cuestionarios y tareas de programación (si corresponde). Las tareas calificadas por compañeros solo pueden enviarse y revisarse una vez que haya comenzado tu sesión. Si eliges explorar el curso sin comprarlo, es posible que no puedas acceder a determinadas tareas.

  • Cuando te inscribes en un curso, obtienes acceso a todos los cursos que forman parte del Programa especializado y te darán un Certificado cuando completes el trabajo. Se añadirá tu Certificado electrónico a la página Logros. Desde allí, puedes imprimir tu Certificado o añadirlo a tu perfil de LinkedIn. Si solo quieres leer y visualizar el contenido del curso, puedes auditar el curso sin costo.

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