This page lists each of the chapters of the lecture notes. You can download a PDF of the chapter, if currently available. You can also jump to the individual chapter pages for a short statement of the topics covered in the chapter, as well as a discussion of some topical items that tie to the chapter material.

 

Introduction

  
Ch. 1: Introduction PDF

Part One: The Role of Risk Management

  
Ch. 2: How Companies Manage Risk PDF
Ch. 3: Why Companies Manage Risk PDF
Ch. 4: Where Companies Manage Risk PDF

Part Two: The Tools of Risk Management

  
Ch. 5: Measuring Risk – Introduction PDF
Ch. 6: Measuring Risk in Dynamic Models PDF
Ch. 7: Pricing Risk – Introduction PDF
Ch. 8: Pricing Risk in Dynamic Models PDF
Ch. 9: Packaging Risk – Introduction PDF
Ch. 10: Packaging Risk with Dynamic Strategies PDF

Part Three: The Business of Risk Management

  
Ch. 11: Valuation and Pricing PDF
Ch. 12: Asset Management PDF
Ch. 13: Transaction Hedging PDF
Ch. 14: Equity Policy PDF
Ch. 15: Liability Management PDF

Part Four: The Risk Management Function

 
Ch. 16: Accounting PDF
Ch. 17: Organization, Governance & Control PDF