This course will be a small hands-on seminar focused on the tools and techniques traders and managers use to measure and manage market risk: Volatility, VaR, Contribution to Risk, Best Hedges, and Replicating Portfolios. The seminar will be built around the sample portfolio and risk reporting in Chapter 10 of Professor Coleman's book Quantitative Risk Management. Students will be required to translate from Mathematica into python the code for producing the risk reports. This will provide students with practical training in python coding. The financial theory behind the risk measures will also be covered to gain a deeper understanding of the ideas and quantitative foundations of financial risk reporting. Students must have taken PPHA 42510 Applied Financial Management to enroll. Instructor consent is required for this course.