課程信息
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中級

完成時間大約為12 小時

建議:8 hours/week...

英語(English)

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您將獲得的技能

Risk AnalysisR ProgrammingRisk ManagementFinancial RiskPortfolio (Finance)

100% 在線

立即開始,按照自己的計劃學習。

可靈活調整截止日期

根據您的日程表重置截止日期。

中級

完成時間大約為12 小時

建議:8 hours/week...

英語(English)

字幕:英語(English)

教學大綱 - 您將從這門課程中學到什麼

1
完成時間為 4 小時

Introduction to R, Data Retrieval, and Return Calculation

5 個視頻 (總計 29 分鐘), 2 個閱讀材料, 7 個測驗
5 個視頻
Retrieving Data from FRED7分鐘
Calculating Daily Returns5分鐘
Calculating Longer Returns2分鐘
A Simple Example3分鐘
2 個閱讀材料
Exercise 1 - Introduction to Microsoft Open R and R Studio20分鐘
Week 1 Quiz Instructions2分鐘
7 個練習
Exercise 2 - Retrieving data from FRED15分鐘
Exercise 3 - Calculating Returns on Gold15分鐘
Exercise 4 - Longer Horizon Returns of Gold15分鐘
Week 1 Quiz (1 of 4)30分鐘
Week 1 Quiz (2 of 4)30分鐘
Week 1 Quiz (3 of 4)30分鐘
Week 1 Quiz (4 of 4)30分鐘
2
完成時間為 4 小時

Risk Management under Normal Distributions

4 個視頻 (總計 32 分鐘), 1 個閱讀材料, 8 個測驗
4 個視頻
Value-at-Risk (VaR)7分鐘
Expected Shortfall (ES)5分鐘
Using Simulation to Estimate VaR and ES11分鐘
1 個閱讀材料
Week 2 Quiz Instructions2分鐘
8 個練習
Exercise 5 - Estimating Parameters of the Normal Distribution15分鐘
Exercise 6 - Estimating VaR of the Normal Distribution15分鐘
Exercise 7 - Estimating ES of the Normal Distribution15分鐘
Exercise 8 - Estimating VaR and ES via Simulation15分鐘
Week 2 Quiz (1 of 4)30分鐘
Week 2 Quiz (2 of 4)30分鐘
Week 2 Quiz (3 of 4)30分鐘
Week 2 Quiz (4 of 4)30分鐘
3
完成時間為 4 小時

Risk Management under Non-normal Distributions

4 個視頻 (總計 57 分鐘), 1 個閱讀材料, 7 個測驗
4 個視頻
Student-t Distribution14分鐘
Rescaled t Distribution Model14分鐘
VaR and ES for Multi-day Horizon12分鐘
1 個閱讀材料
Week 3 Quiz Instructions2分鐘
7 個練習
Exercise 9 - Skewness, Kurtosis, Jarque-Bera Test for Normality15分鐘
Exercise 10 - Estimate Parameters of the Scaled Student-t Distribution15分鐘
Exercise 11 - Estimate VaR and ES at 10-day Horizon15分鐘
Week 3 Quiz (1 of 4)30分鐘
Week 3 Quiz (2 of 4)30分鐘
Week 3 Quiz (3 of 4)30分鐘
Week 3 Quiz (4 of 4)30分鐘
4
完成時間為 4 小時

Risk Management under Volatility Clustering

9 個視頻 (總計 74 分鐘), 1 個閱讀材料, 6 個測驗
9 個視頻
Volatility Clustering7分鐘
GARCH11分鐘
Estimation: rugarch Package9分鐘
GARCH(1,1) - t4分鐘
Diagnostic Tests8分鐘
Using the ugarchboot Function10分鐘
Using the ugarchroll Function5分鐘
Course Summary4分鐘
1 個閱讀材料
Week 4 Quiz Instructions2分鐘
6 個練習
Exercise 12 - Serial Correlation, Volatility Clustering, GARCH15分鐘
Exercise 13 - VaR and ES for GARCH bootstrap15分鐘
Week 4 Quiz (1 of 4)30分鐘
Week 4 Quiz (2 of 4)30分鐘
Week 4 Quiz (3 of 4)30分鐘
Week 4 Quiz (4 of 4)30分鐘

講師

Avatar

David Hsieh

Bank of America Professor
Finance

關於 杜克大学

Duke University has about 13,000 undergraduate and graduate students and a world-class faculty helping to expand the frontiers of knowledge. The university has a strong commitment to applying knowledge in service to society, both near its North Carolina campus and around the world....

關於 Entrepreneurial Finance: Strategy and Innovation 專項課程

From entrepreneurs to executives, this Specialization provides an opportunity for you to learn how to advance business innovation in your company and gain insights from leading faculty in the Fuqua School of Business at Duke University. In the first course, you will learn how to valuate entrepreneurial ventures—including high-growth startups—using Excel spreadsheet models. You will also learn how to discern between the tradeoffs of different financing strategies: loan investments, venture capital, angel investing, and crowdfunding. The second course will teach you how to manage a startup’s financing strategy, where you will learn how to build capitalization tables (or “cap tables”) in Excel. Cap tables will help you explore different financing strategies for your startup company and determine which financing decisions are best for your entrepreneurial venture. The third course transitions to an analysis of blockchain technologies, where you will learn how to identify opportunities to disrupt and innovate business models using blockchain as well as avoid poorly executed applications of blockchain to business. The fourth course will teach you how to use R programming to calculate the return of a stock portfolio as well as quantify the market risk of that portfolio. This Specialization is also an excellent opportunity for professionals interested in Fuqua’s master’s programs to get an inside look into Fuqua’s faculty expertise and courses....
Entrepreneurial Finance: Strategy and Innovation

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