The present article deals with intra-horizon risk in models with jumps. Our general understanding of intra-horizon risk … quantifying market risk by strictly relying on point-in-time measures cannot be deemed a satisfactory approach in general. Instead …, we argue that complementing this approach by studying measures of risk that capture the magnitude of losses potentially …

review the appropriate hedge fund's risk assessment models for investing in the global capital markets in time of high …

We investigate the performance of the Heston stochastic volatility model in describing the probability distribution of …