bank relation-ship matters for corporate risk taking, with evidence from listed firms in Taiwan, pricing op-tions on stocks …-free implied vola-tility surfaces for options on single stock futures, the non-uniform pricing effect of employee stock options …

cor-relations and volatility spillovers between crude oil and stock index returns, pricing exotic options using the Wang …: evidence from S&P100 index and equity options, the performance of commodity trading advi-sors: a mean-variance-ratio test … and simulat-ing Weibull models of risk or price durations: an application to ACD models, valua-tion of double trigger …

, options and futures. The most popular volatility index is VIX, which is a key measure of market expectations of volatility … as a “fear” index, and of VIX options and VIX futures as derivatives of the “fear” index. VIX is based on S&P500 call and … put options over a wide range of strike prices, and hence is not model based. Speculators can trade on volatility risk …