Introduction

1. Quantifying the risks of trading: comparing and contrasting the measurement of market risk (VaR) and counterparty exposure Evan Picoult

2. Value at risk analysis of a leveraged swap Sanjay Srivastava

3. Stress testing in a Value at Risk framework Paul H. Kupiec

4. Dynamic portfolio replication using stochastic programming M. A. H. Dempster and G. W. P. Thompson

5. Credit and interest rate risk William Perraudin, Rudiger Kiesel and Alex Taylor

6. Coherent measures of risk Philippe Artzner, Freddy Delbaen, Jean-Marc Eber and David Heath

7. Correlation and dependency in risk management: properties and pitfalls Paul Embrechts, Alexander J. McNeil and Daniel Straumann

8. Measuring risk with extreme value theory Richard L. Smith

9. Extremes in Operational Risk management M. N. Kyriacou and E. A. Medova.