The latest research on measuring, managing and pricing financial risk. Three broad perspectives are considered: financial risk in non-financial corporations; in financial intermediaries such as banks; and finally within the context of a portfolio of securities of different credit quality and...

Interdependence and integration in emerging European financial markets / Jonathan A. Batten, Colm Kearney -- A comparative study of bank efficiency in central and Eastern Europe : the role of foreign ownership / Peter Zajc -- A comparative study of banks balance sheets in the European Union and...

Asia pacific financial markets in comparative perspective : issues and implications for the 21st century / Jonathan A. Batten, Thomas A. Fetherston -- Financial links and contagion in the 1997 Asian currency crisis : an empirical examination / Bang Nam Jeon -- Tangible and intangible non-current...

This edited volume will highlight recent research in derivatives modelling and markets in a post-crisis world across a number of dimensions or themes. The book addresses the following main areas: derivatives models & pricing, model application & performance backtesting, new products & market...