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
Expand All Sections
Manipulating Time Series Data with xts and zoo in R
Alexander J. McNeil
Professor of Actuarial Science at the University of York.