Risk Management and Analysis

 VOLUME 1：MEASURING AND MODELLING

   FINANCIAL RISK

Contents:

1. The New 1998 Regulatory Framework for Capital Adequacy

2. A Survey of Risk Measurement Theory and Practice

3. Value at Risk

4. Volatility and Correlation: Measurement, Models and Applications

5. Simulation for Option Pricing and Risk Management

6. An Introduction to the Technology of Risk

7. Mark-to-Future: A Consistent Firm-Wide Paradigm for Measuring Risk and Return

8. Credit Risk

9. Credit Enhancement