دانلود کتاب مدیریت ریسک کمی با استفاده از پایتون، راهنمای ضروری برای مدیریت ریسک بازار، اعتبار و مدل

I must confess: the main reason I decided to write this book was to better understand the topics myself and hopefully teach them in a university course without sounding completely lost. When I transitioned from working as a risk management professional at an international bank to academia in 2022, I quickly realized that knowing how to manage risk is one thing; teaching it is an entirely different beast. Over time—and especially with the rapid pace of change brought about by large language models and other breakthroughs in AI—I have come to realize that risk management is more important than ever. Not just in financial institutions, but also in everyday life. So, this book became my way of learning by doing, in the hope that it might also help others, whether you are just starting out or navigating mid-career challenges. The chapters cover a range of topics that I believe are essential for developing a solid foundation in riskmanagement. From the classic risk-return trade-off to the use of futures and options for hedging and eventually the weeds of static and dynamic hedging strategies, there is something for everyone here. You will also find practical ways to measure and manage market risk, a solid introduction to credit risk, and a full chapter dedicated to model risk, which is becoming increasingly relevant as machine learning gains ground in finance. Throughout, I have tried to strike a balance between theory and practice, using Python to make the concepts more accessible and applicable. We will not hope to turn readers into quants overnight, but rather to give you the tools and intuition to approach quantitative risk management with confidence and maybe even enjoy it along the way. I hope you find this book helpful and have fun reading and learning along the way!