Quantitative Risk Management in R
Course Features
Duration
5 hours
Delivery Method
Online
Available on
Limited Access
Accessibility
Mobile, Desktop, Laptop
Language
English
Subtitles
English
Level
Intermediate
Teaching Type
Self Paced
Video Content
5 hours
Course Description
Course Overview
Virtual Labs
International Faculty
Post Course Interactions
Hands-On Training,Instructor-Moderated Discussions
Skills You Will Gain
Prerequisites/Requirements
Manipulating Time Series Data with xts and zoo in R
What You Will Learn
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 portfol
Course Instructors
Course Reviews
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