1. The past, present and future of credit risk

2. The default/no-default world, and factor models

3. Risk and optionalities

2. The default/no-default world, and factor models

3. Risk and optionalities

2. The default/no-default world, and factor models

3. Risk and optionalities

2. The default/no-default world, and factor models

3. Risk and optionalities

2. The default/no-default world, and factor models

3. Risk and optionalities

3. Risk and optionalities

4. Demystifying copulas

5. Thinking unsystematically

6. Characteristically elegant

7. Posing on the saddle: the cowboys of portfolio theory

8. Getting the full picture

9. Risk measures: how long is a risky piece of string?

10. Portfolio optimization: the importance of convexity

0. Portfolio optimization: the importance of convexity

11. An advanced approach to correlation

. An advanced approach to correlation

12. Volatility, correlations, and the CAPM

2. Volatility, correlations, and the CAPM

13. Contributions to VaR and CVaR

3. Contributions to VaR and CVaR

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