Financial Risk Management with R (Duke University)

Colleagues, the Financial Risk Management with R program from Duke University equips you to use 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), Introduction to R, Data Retrieval, and Return Calculation, Risk Management under Normal Distribution, Risk Management under Non-normal Distributions, 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.. Acquire high-demand and marketable skills in Risk Analysis, R Programming, Risk Management, Financial Risk and Portfolio Risk (Finance). Training modules include: 1) Introduction to R, Data Retrieval, and Return Calculation - 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 Distributions - calculate value-at-risk (VaR) and expected shortfall (ES) when returns are normally distributed - 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 (teams & execs welcome): https://tinyurl.com/37m9wjx6 

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