Volver a Financial Risk Management with R

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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....

RR

20 de mar. de 2021

Challenging, but worthwhile -- would recommend approaching over weeks, and not rushing through.\n\nDo not need a strong background in Statistics, but would definitely help understand the terminology.

AD

16 de may. de 2020

The concepts are beautifully explained. This course requires basic understanding of Risk management and R coding. Thank you for such a good learning experience. Best of Luck

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por Peter M

•28 de dic. de 2019

I really like the professor, and the content was clearly explained and relevant. However, there are some serious technical problems with the course.

Let me preface this by saying I am very comfortable programming in R; I have been using it for econometric analysis for 5 years. Given this, I think it is unreasonable to demand that students to use a dated R version in the course. I did not "downgrade" my R to take this, and therefore experienced some problems.

These problems stem from the fact that the random number generator (RNG) default program changed in R version 3.6.0. Therefore, when using the set.seed() command to ensure our random samples matched those of the professor, I got slightly different results. This shouldn't have been a problem, but the professor arbitrarily decided that the answers to the quizzes and exercises should include six decimal places. If he asked for three or four decimals, this would not have been a problem and any version of R would be sufficient.

There is a solution to this; use the command RNGkind(sample.kind = "Rounding") before the set.seed() command. This sets the RNG default to that of R version 3.5. This explanation should be added to the course.

The other major technical issue is even more frustrating. The Russell 3000 and Russell 2000 data used in quiz 3 and 4 in EVERY week/module was removed for the FRED databases. See this article: https://news.research.stlouisfed.org/2019/09/russell-data-to-be-removed-from-fred/ .

This data was removed on October 4, 2019. When taking this course almost three months later, I found that this issue has not been addressed yet. Because of this, 8 of the 16 quizzes in this course cannot be completed.

This course has so much potential, but it is lost in the lack of maintenance.

por Fariha I

•17 de may. de 2020

Where do I start? I only took this course because it was a part of the Entrepreneurial Finance specialization offered by Duke. If not, I would have left it half way, because it was that bad.

First of all, the course seems out of place. The other courses linked back to entrepreneurship and innovation, this did not. And while the other courses were beginner to intermediate level, this required a high level understanding of both R and statistics, which I was not ready for. It would have made sense if if linked back to investing in startups or even just valuation.

The instruction was sub-par. Yes, I understand that this is a high level course, but it is still the responsibility of instructor to explain the theory behind the concepts in an understandable way. This did not happen, as the instructor skimmed his way through the heavy course materials.

Lastly, the content is riddled with errors, especially the mandatory quizzes. This is irresponsible, since the students' grades depend on these quizzes. Several people have highlighted the problems in the discussion forums, but these were ignored by the teaching team.

In conclusion, this course did not meet my expectations. The quality was dismal and it was a lazy decision to add this course to the Entrepreneurial Finance specialization. Please fix these errors before you start charging students money to take this sub-par course.

por Adrian R P

•11 de ago. de 2020

The only problem is that some of the QUIZ are with problem in R and when you utilize the solution for that the answer don't fit, maybe after some time show as the resolution of the problems or check this errors, ex. QUIZ 1 week 4.

But, the couse are excelent and easy to get knowledge.

por Francisco G

•11 de abr. de 2020

Interesting subject and clearly explained, but I do not see how is this connected to "Entrepreneurial Finance: Strategy and Innovation"

por Kristina S

•11 de jul. de 2020

The basic of financial risk management are provided with very clear theoretical background and exercises to learn it practically!

por Julian P

•15 de jul. de 2020

Very nice explanation, with a vocabulary for dummies in the topic Risk Management. Very useful

por Joe W

•6 de jul. de 2020

This course has been very well planned and structured. I enjoyed taking it. Thank you.

por Marcelo F C M

•19 de jul. de 2020

I think the course is quite interesting and there are good resources to practice R coding. Even though, I think the course would be more productive if all coding material is updated so it can be used in the latest versions of RStudio. I also think some more interaction would be achieved by professor and students.

por Øyvind M E

•10 de may. de 2020

As some without a background in finance and risk assessment, this course was a nice introduction to risk

assessment. I do have one negative comment, it would be nice with some suggestions/links for supplementary information on the financial theory.

por Alaeddine S

•17 de may. de 2020

Not mathematically detailed, neither in R. Requires more intuitive/ practical examples

Good for an overview.

por Giuseppe C

•15 de abr. de 2020

Too complicate for me. I am lacking in some basics for using.

por Ted H

•3 de dic. de 2019

A really fantastic course! Perfect for somebody with an introductory understanding of the R-programming language and of financial analytics. The course goes into some really complicated concepts, and by the end you will be analyzing Volatility Clustering with the GARCH model. But the professor walks you through at a steady pace so that it really does start to make sense. Luckily the exercises and quizzes stay reasonable and do a good job of reinforcing the material - they do not stretch you beyond what was covered. You are not expected to be an expert by the end.

por Jeferson A R T

•13 de mar. de 2021

Me gusto este curso, ya que da nociones de como abordar los retornos, calcular el VaR, ES, simulaciones para determinar que distribución tiene el comportamientos de los indices. Además, que la función t-student reescalada es adecuada para muchas funciones de cola pesada, el modelo GARCH para determinar las volatilidades, agrupamiento de volatilidad, correlación serial y todo esto aplicado con el lenguaje de programación R.

por R.L.N M

•21 de abr. de 2020

This course content is good. Prof has taught it really excellent. It requires bit more explanation on R codes and some statistical concepts. VaR has to be dealt in more detailed way. There are several volatility clustering techniques. Prof should have given a slight introduction to various GARCH models. On the whole, the course is worth taking and has good value for money in my opinion. Thanks to prof and coursera

por Brian C

•20 de dic. de 2020

It's been an amazing journey in the field of financial risk management. It provided me with additional knowledge to improve my technical skills in the field of financial risk management. The course is really well done and the professor makes complex aspects simple by providing really useful tips for your work.

por Esteban G

•27 de nov. de 2021

It`s a difficult curse. You learn a lot about R programming and statistics. Risk Management is also an Aim that always appears in every video. The one thing is that if the teacher do not give you the examples or the documents is almost impossible for you to recreate the programs that you run in the course

por Rasa B

•9 de oct. de 2020

Really great course! Just loved how clearly professor explained everything :) I had exacly these things in my Big Data master studies but we were given to do a lot in short perdiod in time so in results I was struggling with some basics and there is everything clearly step by step explained!

por Rahul Y

•22 de ago. de 2020

Thank you, professor, Duke University & Coursera for this amazing course.

This is must course for a person with a background in Risk management and wants to build skills in r programming. Course content is beautifully design by the mentor and very helpful in building various risk models

por Dr. S M A T

•1 de jul. de 2020

Its a wonderful and extremely learning course relating financial risk management using R. I have enjoyed every module and gained valuable knowledge relating calculation of VaR and ES using different R functions. Thank you to the Team of this course and Coursera management.

por Bruce C

•16 de jul. de 2021

This was a very insightful course. As someone who has an extensive coding background and use of R programming, the assignments helped enhanced my understanding of new material to me: VaR, Es, GARCH, etc. Really enjoyed this course and is helpful in my career goals.

por FELIPE I O A

•21 de ago. de 2020

Excellent course, it deals adequately with each concept of risk management, in a concrete and simple way. The uses of R-packages make the calculation of risk measures much easier and the teacher also takes care to explain well the theory behind them. Recommended!

por Dhinesh A D

•12 de may. de 2020

Great course on financial market analysis with real time data elevates the actual functioning of the different markets and analyzing using R Studio. The concepts were of advanced for a beginner but going through lectures more often gives clarity.

por Debayan S

•28 de jul. de 2020

One of the best courses on Financial Risk Management on R starting right from the basics and going in-depth to cover the areas of Risk management transitioning smoothly for a new comer to understand the field. Extremely helpful course

por Rolly

•21 de mar. de 2021

Challenging, but worthwhile -- would recommend approaching over weeks, and not rushing through.

Do not need a strong background in Statistics, but would definitely help understand the terminology.

por Avik D

•17 de may. de 2020

The concepts are beautifully explained. This course requires basic understanding of Risk management and R coding. Thank you for such a good learning experience. Best of Luck

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