This course 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). You will need a beginner-level understanding of R programming to complete the assignments of this course.
This course is part of the Entrepreneurial Finance: Strategy and Innovation Specialization
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About this Course
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Try Coursera for BusinessSkills you will gain
- Risk Analysis
- R Programming
- Risk Management
- Financial Risk
- Portfolio (Finance)
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Syllabus - What you will learn from this course
Introduction to R, Data Retrieval, and Return Calculation
Risk Management under Normal Distributions
Risk Management under Non-normal Distributions
Risk Management under Volatility Clustering
Reviews
- 5 stars67.11%
- 4 stars20.88%
- 3 stars4.88%
- 2 stars1.77%
- 1 star5.33%
TOP REVIEWS FROM FINANCIAL RISK MANAGEMENT WITH R
Great course, with the right level of detail and topics
The material was concise and reinforced what I had learned.
The concepts are beautifully explained. This course requires basic understanding of Risk management and R coding. Thank you for such a good learning experience. Best of Luck
I work in the investment department of a commercial bank. This course was very useful for me. I hope it was the same for others.
About the Entrepreneurial Finance: Strategy and Innovation Specialization

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