Financial Risk Management with R

Colleagues, the Financial Risk Management with R program teaches you how to calculate the return of a portfolio of securities as well as quantify the market risk of that portfolio, an important skill for financial market analysts in banks, hedge funds, insurance companies, and other financial services and investment firms. Using the R programming language with Microsoft Open R and RStudio, you will use the two main tools for calculating the market risk of stock portfolios: Value-at-Risk (VaR) and Expected Shortfall (ES). Gain skills in Risk Analysis, R Programming, Risk Management, Financial Risk and Portfolio (Finance). Skill-based training modules include: 1) Introduction to R, Data Retrieval, and Return Calculation - versions of R (R Studio and Microsoft Open R), the data source (FRED at the Federal Reserve Bank of St. Louis), and the calculation of returns, 2) Risk Management under Normal Distribution - calculate value-at-risk (VaR) and expected shortfall (ES) when returns are normally distributed, 3) Risk Management under Non-normal Distributions - test for normality of returns, and how to calculate value-at-risk (VaR) and expected shortfall (ES) when returns are not normally distributed, and 4) Risk Management under Volatility Clustering - test for the presence of volatility clustering, and how to calculate value-at-risk (VaR) and expected shortfall (ES) when returns exhibit volatility clustering.

Enroll today (individuals & teams welcome): https://tinyurl.com/37zjnue5  

Much career success, Lawrence E. Wilson - Financial Certification Academy