For ten years, the publishers of RISK magazine have been trying to launch a scholarly Journal of Risk. They have little to show for their efforts other than ten years of painfully bad papers. This book gathers together a collection of those that relate to value-at-risk (VaR) together with several other papers from RISK magazine. There is no indication of when specific papers were published. It can be disorienting to be reading a paper and have it gradually dawn on you it was published back in 1995! If you want to read a random selection of papers on VaR, visit the free Gloriamundi website ...