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Quantitative Risk Management in R

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Certification

Quantitative Risk Management in R

Analyze the empirical properties and calculate value at-risk.

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Description

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Features

This course includes

Duration

5 hours
Video Content
5 hours
Level
Intermediate
Instruction Type
Self Paced
Delivery Method
Online
Available on
Mobile, Desktop, Laptop
Accessibility
Limited Access
Language
English
Subtitles
English

Skills

Risk ManagementFinancial AnalysisData Analysis

Learning Goals

You will build models to understand the risks of financial portfolios
In this course, you will learn how to work with risk-factor return series, study the empirical properties or so-called "stylized facts" of these data - including their typical non-normality and volatility, and make estimates of value-at-risk for a portfolio

Course Content

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Prerequisites/Requirements

Manipulating Time Series Data with xts and zoo in R

Instructors

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Alexander J. McNeil

Professor of Actuarial Science at the University of York.

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Course Overview

Hands-On Training, Instructor-Moderated Discussions

Post course interactions

Virtual labs

International faculty

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Course Cover

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