Herramientas Estadísticas y Riesgos Financieros
This course is part of Analítica en Mercados de Capitales y Finanzas Sostenibles.
This comprehensive course focuses on financial risk management techniques using statistical tools and R programming. You'll learn to analyze portfolio risks for investment funds, banks, insurance companies, and pension funds. The course covers data collection methods, calculation of discrete and continuous returns, financial risk analysis through statistical techniques, and determination of normal distribution. You'll also master VaR and ES analysis, volatility estimation using t-student distribution, and the GARCH model. The learning experience includes diverse materials like video resources for easy comprehension of complex topics, and features expert insights from Acciones y Valores S.A., an innovative brokerage firm with over 60 years of experience in delivering valuable financial services.
Instructors:
Spanish
Powered by
What you'll learn
Learn to collect and structure financial data for comprehensive analysis
Master the calculation of discrete and continuous returns for financial instruments
Understand normal distribution characteristics including asymmetry and kurtosis
Apply Value at Risk (VaR) and Expected Shortfall (ES) methodologies to quantify financial risk
Implement t-student distribution and GARCH models for accurate volatility estimation
Develop practical skills in financial risk management using R programming
Skills you'll gain
This course includes:
PreRecorded video
Graded assignments, exams
Access on Desktop, Mobile, Tablet
Limited Access access
Shareable certificate
Closed caption
Get a Completion Certificate
Share your certificate with prospective employers and your professional network on LinkedIn.
Created by
Provided by
Top companies offer this course to their employees
Top companies provide this course to enhance their employees' skills, ensuring they excel in handling complex projects and drive organizational success.
There are 4 modules in this course
This course provides a comprehensive overview of financial risk management using statistical tools and R programming. You'll learn to collect and structure financial information, calculate discrete and continuous returns, and understand probability distributions essential for risk analysis. The course covers normal distribution characteristics including asymmetry and kurtosis, and teaches practical applications of Value at Risk (VaR) and Expected Shortfall (ES) methodologies. You'll also explore advanced concepts like t-student distribution and GARCH modeling for volatility estimation. Throughout the course, you'll apply these concepts through simulations and practical exercises, gaining valuable skills for portfolio risk management applicable in investment funds, banks, insurance companies, and pension funds.
Información y rendimientos
Module 1
Valor en Riesgo y Pérdida Esperada
Module 2
Distribución normal
Module 3
Garch y Volatilidad
Module 4
Fee Structure
Individual course purchase is not available - to enroll in this course with a certificate, you need to purchase the complete Professional Certificate Course. For enrollment and detailed fee structure, visit the following: Analítica en Mercados de Capitales y Finanzas Sostenibles
Payment options
Financial Aid
Instructor
1 Course
Finance Educator and Market Analyst
Edgar Alfonso Rojas Veloza is a professor at the Faculty of Economics at Universidad del Rosario. He is an economist with both a specialization and a master’s degree in Finance. His expertise spans financial mathematics, derivatives, asset valuation, and risk management. He is proficient in financial market platforms like Bloomberg and Reuters and is a CFA Level I candidate. On edX, he teaches Herramientas estadísticas y riesgos financieros and contributes to the Analítica en mercados de capitales y finanzas sostenibles professional certificate program.
Testimonials
Testimonials and success stories are a testament to the quality of this program and its impact on your career and learning journey. Be the first to help others make an informed decision by sharing your review of the course.
Frequently asked questions
Below are some of the most commonly asked questions about this course. We aim to provide clear and concise answers to help you better understand the course content, structure, and any other relevant information. If you have any additional questions or if your question is not listed here, please don't hesitate to reach out to our support team for further assistance.