Risk management is crucial for optimal portfolio management. One of the fastest growing areas in empirical finance is … the expansion of financial derivatives. The purpose of this special issue on “Risk Management and Financial Derivatives … contributed significantly to the analysis of risk management, with an emphasis on financial derivatives, specifically conditional …

improved risk management during the global financial crisis, the role of banking regulation in an economy under credit risk and …-market noise, stress testing correlation matrices for risk management, whether bank relationship matters for corporate risk taking … illustrations, EVT and tail-risk modelling, with evidence from market indices and volatility series, the economics of data using …

Risk management is crucial for optimal portfolio management. One of the fastest growing areas in empirical finance is … the expansion of financial derivatives. The purpose of this special issue on “Risk Management and Financial Derivatives … contributed significantly to the analysis of risk management, with an emphasis on financial derivatives, specifically conditional …

Modelling, monitoring and forecasting volatility are indispensible to sensible portfolio risk management. The … 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 …

Risk management is crucial for optimal portfolio management. One of the fastest growing areas in empirical finance is … the expansion of financial derivatives. The purpose of this special issue on “Risk Management and Financial Derivatives … contributed significantly to the analysis of risk management, with an emphasis on financial derivatives, specifically conditional …

improved risk management during the global financial crisis, the role of banking regulation in an economy under credit risk and …-market noise, stress testing correlation matrices for risk management, whether bank relationship matters for corporate risk taking … illustrations, EVT and tail-risk modelling, with evidence from market indices and volatility series, the economics of data using …

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 … contributed significantly to the analysis of risk management, with an emphasis on financial derivatives, specifically conditional …