1 “... evolution looks like a bell curve with fat "tails." The same is true of financial markets. However, every...”

2 Table of Contents: “... Quadrature Integration via Fast Fourier Transform (Midpoint Rule) and Bergstrom Series Tail Expansion...”

3 Table of Contents: “... for Extremal Events -- Time Series Analysis for Heavy-Tailed Processes -- Special Topics...”

4 Table of Contents: “...; APPPROXIMATING THE TAILS OF A PROBABILITY DISTRIBUTION: CORNISH-FISHER EXPANSION AND HERMITE POLYNOMIALS; Cornish...”

5 Table of Contents: “... Loss Function The mean excess; 3.4.5 Equilibrium Distributions and Tail Behavior; 3.4.6 Exercises; 3.5...”

6 Table of Contents: “.... Here Be Dragons: Considering the Tails in Risk Management...”

7 Table of Contents: “...: Calibration -- 13.5: Implementing the Inflator -- 13.6: Choosing the Best Tail-Risk Measure -- Coherence...”

8 “... with tail events, analytical tools from Extreme Value Theory are presented. Going beyond mean modeling...”

9 Table of Contents: “... -- Run-Off Data -- Run-Off Triangles -- Separation Method -- Simulation -- Solvency II -- Tail Estimation...”

10 Table of Contents: “... of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses -- A Simulation-Based ALM Model...”

11 Table of Contents: “... Measures -- 5.3 Optimal Hedge Sizing -- 5.4 Tail-Risk Measures -- CHAPTER 6 The Decision to Hedge -- 6.1...”

12 Table of Contents: “...; 3.2 LIQUIDITY ISSUES; 3.3 REBALANCING AND TACTICAL ASSET ALLOCATION; 3.4 TAIL RISK; 3.5 CONCLUSION...”

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