Ga naar de hoofdinhoud
ThuisR

Leerpad

Applied Finance in R

Bijgewerkt 01-2025
Grow your financial skills in R. Learn how to evaluate portfolios, calculate credit risk, and create GARCH models to forecast volatility.
Start Track Gratis

Inbegrepen bijPremium or Teams

RApplied Finance26 Hr2,353

Maak je gratis account aan

of

Door verder te gaan, ga je akkoord met onze Gebruiksvoorwaarden, ons Privacybeleid en dat je gegevens in de VS worden opgeslagen.
Group

Wil je 2 of meer mensen trainen?

Proberen DataCamp for Business

Populair bij mensen die bij duizenden bedrijven leren

Trackbeschrijving

Applied Finance in R

Grow your financial skills in R and learn how to manipulate data and make better data-driven decisions.You’ll begin this track by learning how to evaluate portfolios and value stocks using present value approaches, free cash flow, and equity and dividend discount models. Next, you’ll explore life insurance products and learn the basics of financial trading. Through interactive coding exercises, you’ll use powerful libraries, including quantmod, QRM, xts, zoo, and quantstrat, to examine and manage credit risk. You’ll then apply what you’ve learned to answer questions commonly faced by financial firms, such as how to value a fixed interest rate bond and estimate a bond's yield. Along the way, you’ll also create GARCH models and get hands-on with real data from the US Treasury, daily Microsoft returns, and S&P 500 data. Start this track to advance your R financial skills.

Wat je nodig hebt

Er zijn geen vereisten voor deze track.

  • Course

    1

    Quantitative Risk Management in R

    Work with risk-factor return series, study their empirical properties, and make estimates of value-at-risk.

  • Course

    7

    Financial Trading in R

    This course covers the basics of financial trading and how to use quantstrat to build signal-based trading strategies.

  • Course

    8

    Credit Risk Modeling in R

    Apply statistical modeling in a real-life setting using logistic regression and decision trees to model credit risk.

  • Course

    9

    GARCH Models in R

    Specify and fit GARCH models to forecast time-varying volatility and value-at-risk.

Applied Finance in R
6 Cursussen
Track
voltooid

Verklaring van voltooiing verdienen

Voeg deze kwalificatie toe aan je LinkedIn-profiel, cv of sollicitatiebrief.
Deel het op social media en in je prestatiebeoordeling.

Inbegrepen bijPremium or Teams

Schrijf Je Nu in

Doe mee 18 miljoen leerlingen en begin Applied Finance in R Vandaag!

Maak je gratis account aan

of

Door verder te gaan, ga je akkoord met onze Gebruiksvoorwaarden, ons Privacybeleid en dat je gegevens in de VS worden opgeslagen.