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
Language
Delivered
Disciplines
Risk Management Data Science & Big Data Actuarial Science View 8 other Short Courses in Actuarial Science in United StatesAcademic 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
-
International
FreeTuition FeeBased on the tuition of 0 USD for the full programme during 1 days. -
National
FreeTuition FeeBased 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