Slides for instructors can be downloaded from our public GitHub repository.
Follow the links below to see the complete set of available slides or slides for individual chapter files. These can be downloaded from GitHub in PDF format.
While the individual files may be more manageable, note that there are some hyperlinks across chapters that will not work.
- All slides
- Chapter 1: Risk in Perspective
- Chapter 2: Basic Concepts in Risk Management
- Chapter 3: Empirical Properties of Financial Data
- Chapter 4: Financial Time Series
- Chapter 5: Extreme Value Theory
- Chapter 6: Multivariate Models
- Chapter 7: Copulas and Dependence
- Chapter 8: Aggregate Risk
- Chapter 9: Market Risk
- Chapter 10: Credit Risk
- Chapter 11: Portfolio Credit Risk Management
- Chapter 14: Multivariate Time Series
- Chapter 17: Introduction to Counterparty Risk
- Appendix
- Table of Contents and Bibliography