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Quantitative Risk Management with Python: Value at Risk, Expected Shortfall, and Portfolio Stress Testing

Quantitative Risk Management with Python: Value at Risk, Expected Shortfall, and Portfolio Stress Testing

Paperback

Investing & FinanceProgramming

ISBN13: 9798259178557
Publisher: Independently Published
Published: Apr 28 2026
Pages: 426
Weight: 1.13
Height: 1.06 Width: 6.00 Depth: 9.00
Language: English
Reactive Publishing

Quantitative Risk Management with Python is a practical guide to measuring, modeling, and analyzing financial risk using modern Python workflows.

Designed for analysts, traders, students, and quantitative finance practitioners, this book explains how core risk measures are built, interpreted, and applied across real-world portfolios. Readers will learn how to calculate Value at Risk, estimate Expected Shortfall, run portfolio stress tests, analyze return distributions, and evaluate risk under changing market conditions.

Also from

Munrow, Danny

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Investing & Finance