1. Introduction2. Univariate risk representation using arrival rates3. Estimation of univariate arrival rates from time series data4. Estimation of univariate arrival rates from option surface data5. Multivariate arrival rates associated with prespecified univariate arrival rates6. The measure-distorted valuation as a financial objective7. Representing market realities8. Measure-distorted value-maximizing hedges in practice9. Conic hedging contributions and comparisons10. Designing optimal univariate exposures11. Multivariate static hedge designs using measure-distorted valuations12. Static portfolio allocation theory for measure-distorted valuations13. Dynamic valuation via nonlinear martingales and associated backward stochastic partial integro-differential equations14. Dynamic portfolio theory15. Enterprise valuation using infinite and finite horizon valuation of terminal liquidation16. Economic acceptability17. Trading Markovian models18. Market implied measure-distortion parametersReferencesIndex