DataCamp

Quantitative Risk Management in Python

Business and Economics

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Short Description

Learn about risk management, value at risk and more applied to the 2008 financial crisis using Python.

Long Description

Quantitative Risk Management plays a crucial role in the banking, insurance, and asset management sectors by effectively managing risk. Professionals in financial risk analysis, regulation, and actuarial fields must be able to quantitatively assess the balance between rewards and exposure to risk. This course serves as an introduction to financial portfolio risk management, focusing on the 2007-2008 financial crisis and its impact on investment banks like Goldman Sachs and J.P. Morgan. Participants will gain proficiency in utilizing Python to calculate and mitigate risk exposure using measures such as Value at Risk and Conditional Value at Risk. Additionally, they will learn to estimate risk through techniques like Monte Carlo simulation and leverage cutting-edge technologies like neural networks for real-time portfolio rebalancing.

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Course Details

Duration
4 hours
Format
Short Course
Price
USD39.00
Course Link
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DataCamp
DataCamp
Description
DataCamp is an online learning platform that offers interactive courses and tutorials for data science and analytics. It provides a wide range of courses covering topics such as Python, R, SQL, machine learning, data visualization, and more. The platform offers a hands-on learning experience through coding exercises and projects, allowing users to practice and apply their skills in real-world scenarios. DataCamp also offers a personalized learning experience with adaptive learning technology that adjusts the course content based on the user's skill level and progress. It is widely used by individuals, professionals, and organizations to enhance their data science skills and stay up-to-date with the latest trends and technologies in the field.
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