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Applied Finance in R

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Total Duration
30 Hours

Grow your financial skills in R and learn how to manipulate data and make better data-driven decisions. You’ll begin this track by learning how to evaluate portfolios and value stocks using present value approaches, free cash flow, and equity and dividend discount models. Next, you’ll explore life insurance products and learn the basics of financial trading. Through interactive coding exercises, you’ll use powerful libraries, including quantmod, QRM, xts, zoo, and quantstrat, to examine and …

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Courses in this Learning Path
1
Quantitative Risk Management in R
DataCamp Course via DataCamp
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Duration : 5 hours
Price :₹1,093
Level :Intermediate
Learn Type :Certification
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 …

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2
Equity Valuation in R
DataCamp Course via DataCamp
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Duration : 4 hours
Price :₹1,093
Level :Intermediate
Learn Type :Certification
Equity Valuation in R

How do we determine if a stock's value is too high/low? It is important to know the stock's price and value. The price of the stock can be found by searching different public sources like Yahoo Finance or Google Finance. It is harder to determine the stock's value. Every investor must determine the stock's value. This course will help you understand how to value stocks using present value …

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3
Life Insurance Products Valuation in R
DataCamp Course via DataCamp
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Duration : 4 hours
Price :₹1,093
Level :Intermediate
Learn Type :Certification
Life Insurance Products Valuation in R

To plan your financial future, it is essential to be familiar with the basics of life insurance products. This covers everything, from taking out a loan to design your retirement plan, to seeking financial protection in the event of your death. This course will help you understand the time value of money. This course will also teach you how to use human death data to calculate demographic …

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4
Bond Valuation and Analysis in R
DataCamp Course via DataCamp
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Duration : 4 hours
Price :₹1,093
Level :Intermediate
Learn Type :Certification
Bond Valuation and Analysis in R

This course will show you how to use R in order to create a model that can be used to assess a fixed-interest bond and estimate its yield. This course will also teach you how to protect your bond portfolios from changes in interest rates.

Why value bonds Bonds are issued by corporations and governments and pay interest according to a schedule. They are the most widely used type of fixed-income …

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5
Financial Trading in R
DataCamp Course via DataCamp
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Duration : 5 hours
Price :₹1,093
Level :Intermediate
Learn Type :Certification
Financial Trading in R

This course will cover the basics of financial trading. This course will teach you how to interpret your results both from a statistical and visual perspective.

6
Credit Risk Modeling in R
DataCamp Course via DataCamp
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Duration : 4 hours
Price :₹1,093
Level :Intermediate
Learn Type :Certification
Credit Risk Modeling in R

This course will teach you how to model credit risks using logistic regression and decision trees in R.

The role of banks is crucial in assessing credit risk for company and personal loans. The probability of a debtor defaulting is a key component in determining credit risk. Although you will learn many other models in this course, the only two that will be used for credit scoring are logistic …

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7
GARCH Models in R
DataCamp Course via DataCamp
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Duration : 4 hours
Price :₹1,093
Level :Intermediate
Learn Type :Certification
GARCH Models in R

Are you curious about the heartbeat of financial markets? Do you want to know when a market goes down? This course will help you balance risk and reward in financial decisions. The course gradually moves from the GARCH(1) standard model to more advanced volatility model that includes a leverage effect and GARCH in–mean specification. It also uses the skewed student t distribution for asset …

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