A book is sanctified to the analysis of brief-case of securities and being of compromise between a risk and reward on the great number of different sets of financial assets. An author used the metaphor of "iceberg" for denotation of blown off the risk of unusual, широкомасштабной catastrophe, that is not taken into account at the standard estimation of investment risks. About the borders of applicability of the Central maximum theorem, when normality does not can to be the good approaching of the correlated risks that it is impossible to decompose on the great number of shallow, independent constituents. About the acceptance of irrational investment decisions.Every head of book is divided by two parts. In the first part all is explained at intuitional level and "on fingers". The first part usually plugs in itself один-два of illustrative picture or chart. The second part contains everything strict mathematical ground of the first part. Thus mathematical information is cut on the "clots of sense", each of that it is possible to take apart separately from other.This book is aimed at a wide audience and will be useful to the students, studying finances and contiguous disciplines, and also to the private investors and speculators independently entering the world financial markets. Her readers also it will be been and managers by capital investments, and investment consultants, and managers of pension fund, and departments on a management by the capital investments of insurance companies, and also jars carrying out currency operations and operations security-related.