Introduction to VaR: The risk management revolution -- VaR basics -- Different approaches to measuring VaR: The variance-covariance approach -- The historical simulation approach -- Monte Carlo simulation and related approaches -- Stress testing -- Risk management: Risk-adjusting returns and evaluating performance -- Decision making -- Credit risk -- Liquidity, operational and legal risks -- Allocating capital -- Firm-wide risk management -- Glossary of main terms -- Bibliography -- Indexes.