Quantitative Risk Management in R, Short Course | Part time online | Data Camp | United States
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Short Online

Quantitative Risk Management in R

1 days
Duration
Free
Free
Unknown
Tuition fee
Anytime
Unknown
Apply date
Anytime
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Start date

About

In Quantitative Risk Management in R at Data Camp you will build models to understand the risks of financial portfolios.

Overview

Context of Quantitative Risk Management in R at Data Camp

This is a vital task across the banking, insurance and asset management industries. The first step in the model building process is to collect data on the underlying risk factors that affect portfolio value and analyze their behavior. 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.

Programme Structure

Chapters

  • Exploring market risk-factor data
  • Real world returns are riskier than normal
  • Real world returns are volatile and correlated
  • Estimating portfolio value-at-risk (VaR)

Key information

Duration

  • Part-time
    • 1 days

Start dates & application deadlines

You can apply for and start this programme anytime.

Language

English

Delivered

Online

Academic requirements

We are not aware of any specific GRE, GMAT or GPA grading score requirements for this programme.

English requirements

We are not aware of any English requirements for this programme.

Other requirements

General requirements

PREREQUISITES

  • Manipulating Time Series Data with xts and zoo in R

Tuition Fee

To always see correct tuition fees
  • International

    Free
    Tuition Fee
    Based on the tuition of 0 USD for the full programme during 1 days.
  • National

    Free
    Tuition Fee
    Based on the tuition of 0 USD for the full programme during 1 days.

Basic Access: Free; Premium (for individuals): $12.42 per month billed annually; Teams: $25 per month billed annually; Enterprise: Contact sales for pricing

Funding

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