With R: pdf 440 pages pdf 354 pages.

With Python: pdf 442 pages pdf 356 pages.

  Contents, i-xix.

  1. Modeling Market Returns, 3-39.

  2. Time Series, 41-85.

  3. Processes with Jumps, 87-115.

  4. Correlation and Dependence, 117-136.

  5. Superhedging Risk Measure, 139-170.

  6. Value at Risk, 171-198.

  7. Expected Shortfall, 199-223.

  9. Credit Risk - Structural Approach, 227-242.

  10. Credit Risk - Reduced-Form Approach, 243-256.

  11. Credit Derivatives, 257-275.

  11. Credit Scoring, 277-301.

  Appendix: Background on Probability Theory, 305-347.

  Exercise Solutions, 349-427.

  References and Index, 429-444.