With R: pdf 436 pages pdf 358 pages.

With Python: pdf 442 pages pdf 358 pages.

  Contents, i-xix.

  1. Modeling Market Returns, 3-38.

  2. Time Series, 39-82.

  3. Processes with Jumps, 83-110.

  4. Correlation and Dependence, 111-130.

  5. Superhedging Risk Measure, 133-164.

  6. Value at Risk, 165-192.

  7. Expected Shortfall, 193-217.

  8. Credit Risk - Structural Approach, 221-237.

  9. Credit Risk - Reduced-Form Approach, 239-252.

  10. Credit Derivatives, 253-271.

  11. Credit Scoring, 273-297.

  Appendix: Background on Probability Theory, 301-343.

  Exercise Solutions, 345-422.

  References and Index, 423-438.