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The main goal of this book, written by a collective of authors, is to consider different aspects of the problems of the strategic control of risk, since strategic errors are the most expensive and dangerous. Particular attention is paid to the new approaches, ideas and methods of nonlinear dynamics that can be used in the control of risk. Some outlines of a research program connected with a construction of a mathematical theory of safety and risk are presented. This theory, in the authors' opinion, must be situated between the level on which political and strategic solutions are developed and the level of construction of specific technical tools and systems. Nonlinear dynamics and computer modelling can be used as systematic foundation of this mathematical theory of safety and risk. The book consists of 14 Chapters, some of them are rather descriptive, others use appropriate mathematical devices. Here are the headings of the chapters. 1. The philosophy of risk. 2. An outlook on risk from the point of view of system analysis. 3. Natural and technological risks. Russian reality. 4. Theory of control of risk and its mathematical models. 5. The statistics of catastrophic events. 6. The bounds of predictability and the prediction of rare events. 7. Regimes with sharpenings as analogue of catastrophic phenomena. 8. Rigid turbulence as a mechanism of appearance of catastrophes. 9. Cyclic risks and delay systems. 10. Self-organised criticalness as a universal mechanism of catastrophies. 11. River-beds and \dots{} New approach to the prediction of the behaviour of compound systems and catastrophic events. 12. Systems of control in extraordinary situations. 13. Sociology of risk. 14. Human factor of risk. The book is useful for specialists in safety problems, students and postgraduate students.