put options over a wide range of strike prices, and hence is not model based. Speculators can trade on volatility risk … volatility derivatives to avoid exposure to volatility risk. VIX and its options and futures derivatives has been widely analysed …Modelling, monitoring and forecasting volatility are indispensible to sensible portfolio risk management. The …

bank relation-ship matters for corporate risk taking, with evidence from listed firms in Taiwan, pricing op-tions on stocks … management, whether the Basel Accord has improved risk management during the global financial crisis, the role of banking … regulation in an economy under credit risk and liquidity shock, separating informa-tion maximum likelihood estimation of the …

catastrophe options with counterparty risk, day of the week effect on the VIX - a parsimonious representation, equity and CDS …Risk management is crucial for optimal portfolio management. One of the fastest growing areas in empirical finance is … the expansion of financial deriva-tives. The purpose of this special issue on “Risk Management and Financial Deriva …

consumer surplus through higher bids. In the experiment, bids increase and bidders? earnings decrease with more generous return …

experiment, a temptations-constrained version of deal-me-out emerges as the clear winner. …

their experiment is driven by guilt aversion. By modifying the procedures to include a double blind social distance protocol …

increases the overall level of cooperation in our double blind experiment. However, our results are due in part to the high …

members. We use a laboratory experiment to study the role of group identity, created by the use of symbols, in mitigating the …