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Using R for Analyzing Loans, Portfolios and Risk: From Academic Theory to Financial Practice


Dr. Sanjiv Das, Professor of Finance and Chair of the Finance Department at Santa Clara University's Leavey School of Business

He will present:

  • An R-based model for optimizing loan modifications on distressed home loans, and the economics of these modifications.
  • A goal-based portfolio optimization model for investors who use derivatives.
  • Using network modeling tools in R to detect systemically risky financial institutions.
  • Using R for web delivery of financial models and random generation of pedagogical problems.

Promising to be entertaining and enlightening, this webinar will emphasize the interplay of mathematical models, economic problems, and R.

View the recorded webinar: