1 0n the Origin of Risks and Extremes
　1.1 The Multidimensional Nature of Risk and Dependence
　1.2 How to Rank Risks Coherently?
1.2.1 Coherent Measures of Risks
1.2.2 Consistent Measures of Risks andDeviation Measures
1.2.3 Examples of Consistent Measures ofRisk
1.3 0rigin of Risk and Dependence
1.3.1 The CAPM View
1.3.2 The Arbitrage Pricing Theory(APT) and theFama—French Factor Mode!
1.3.3 The Efficient MarketHypothesis
1.3.4 Emergence of Dependence Structuresin the Sto'ck Markets
1.3.5 Large Risks in Complex SystemsAppendix
1.A whY Do Higher Moments Allow US toAssess Larger Risks7
2 Marginal Distributions of Returns
　2.1 Motivations

1  0n the Origin of Risks and Extremes
　1.1  The Multidimensional Nature of Risk and Dependence
　1.2  How to Rank Risks Coherently?
    1.2.1  Coherent Measures of Risks
    1.2.2  Consistent Measures of Risks andDeviation Measures
    1.2.3  Examples of Consistent Measures ofRisk
 1.3  0rigin of Risk and Dependence
    1.3.1  The CAPM View
    1.3.2 The Arbitrage Pricing Theory(APT) and theFama—French Factor Mode!
    1.3.3  The Efficient MarketHypothesis
    1.3.4  Emergence of Dependence Structuresin the Sto'ck Markets
    1.3.5  Large Risks in Complex SystemsAppendix
    1.A  whY Do Higher Moments Allow US toAssess Larger Risks7
2  Marginal Distributions of Returns
　2.1  Motivations
　2.2  A Brief History of Return Distributions
    2.2.1  The Gaussian Paradigm
    2.2.2  Mechanisms for Power Laws inFinance
    2.2.3  EmpiricalSearch for Power Law Tailsand Possible Alternatives
　2.3  Constraints from Extreme ValHe Theory
    2.3.1  Main Theoretica!Results on ExtremeValue Theory
    2.3.2  Estimation of the Form Parameter andSlow Convergence to Limit Generalized Extreme Value (GEV)andGeneralized Pareto(GPD)Distributions.
3  Notions of Copulas
4  Measures of Dependences
5  Description of Financial Dependences With Copulas
6  Measuring Extreme Dependences
7  Summary and Outlook
References
Index