{"product_id":"quantitative-risk-management-with-python-value-at-risk-expected-shortfall-and-portfolio-stress-testing-9798259178557","title":"Quantitative Risk Management with Python: Value at Risk, Expected Shortfall, and Portfolio Stress Testing","description":"\u003cp\u003e • Author(s): Danny Munrow | Vincent Bisette | James Preston\u003cbr\u003e • Publisher: Independently Published\u003cbr\u003e • Publisher Imprint: Independently Published\u003cbr\u003e • BISAC: Finance - Financial Risk Management\u003c\/p\u003e\u003cp\u003e\u003cb\u003eReactive Publishing\u003c\/b\u003e\u003c\/p\u003e\u003cp\u003eQuantitative Risk Management with Python is a practical guide to measuring, modeling, and analyzing financial risk using modern Python workflows.\u003c\/p\u003e\u003cp\u003eDesigned 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.\u003c\/p\u003e\u003cp\u003eThe book emphasizes clear implementation, practical interpretation, and reusable Python techniques. Instead of treating risk metrics as isolated formulas, it shows how they fit into a broader risk management workflow involving data preparation, volatility estimation, scenario analysis, backtesting, and portfolio-level reporting.\u003c\/p\u003e\u003cp\u003eInside, readers will explore: \u003c\/p\u003e\u003cp\u003eValue at Risk using historical, parametric, and simulation-based methods\u003c\/p\u003e\u003cp\u003eExpected Shortfall and downside risk measurement\u003c\/p\u003e\u003cp\u003eStress testing and scenario analysis for portfolio exposures\u003c\/p\u003e\u003cp\u003eVolatility, correlation, and distributional assumptions\u003c\/p\u003e\u003cp\u003eBacktesting risk models and interpreting model limitations\u003c\/p\u003e\u003cp\u003ePython workflows for repeatable financial risk analysis\u003c\/p\u003e\u003cp\u003eThis book is written for readers who want a structured, applied approach to quantitative risk management without unnecessary theory or promotional trading claims. It provides the tools and context needed to understand risk models, implement them in Python, and use them responsibly in financial analysis.\u003c\/p\u003e","brand":"Independently Published","offers":[{"title":"Paperback","offer_id":47883205247127,"sku":"9798259178557","price":3030.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9798259178557.webp?v=1781100241","url":"https:\/\/atlanticbooks.com\/products\/quantitative-risk-management-with-python-value-at-risk-expected-shortfall-and-portfolio-stress-testing-9798259178557","provider":"Atlantic Books","version":"1.0","type":"link"}