includes index

"Contents: Chapter 1: Introduction -- Chapter 2: Financial products and how they are used for hedging -- Chapter 3: How traders manage their exposures -- Chapter 4: Interest rate risk -- Chapter 5: Volatility -- Chapter 6: Correlations and copulas -- Chapter 7: Bank regulation and based II -- Chapter 8: The VaR measure -- Chapter 9: Market risk VaR: historical simulation approach -- Chapter 10: Market risk VaR: model-building approach -- Chapter 11: Credit risk: estimating default probabilities -- Chapter 12: Credit risk losses and credit VaR -- Chapter 13: Credit derivatives -- Chapter 14: Operational risk -- Chapter 15: Model risk and liquidity risk -- Chapter 16: Economic capital and RAROC -- Chapter 17: Weather, energy and insurance derivatives -- Chapter 18: Big losses and what we can learn from them -- Appendix A: Valuing forward and futures contracts -- Appendix B: Valuing swaps -- Appendix C: Valuing European options -- Appendix D: Valuing American options -- Appendix E: The manipulation of credit transition matrices. "