Quantitative Risk Management in R

Quantitative Risk Management (QRM), is the process of creating models to evaluate the risks associated financial portfolios. This is a critical task in the asset management and banking industries as well as the insurance industry. You must first gather information about the underlying risk factors that can impact portfolio value. Next, analyze their behavior. This course will show you how to use risk factor return sequences and analyze the empirical properties or "stylized fact" of these data. It will also teach you how calculate value-at-risk.