Financial Derivatives: Market Risk, Pricing, and Hedging
A special issue of Risks (ISSN 2227-9091).
Deadline for manuscript submissions: 31 January 2025 | Viewed by 1682
Special Issue Editor
Interests: financial risk management; derivative pricing and hedging; mathematical and statistical modeling with levy process; time varying volatility; asymmetric dependence; fattails and long range dependence
Special Issue Information
Dear Colleagues,
The Special Issue on Financial Derivatives: Market Risk, Pricing, and Hedging aims to explore and demonstrate various aspects of financial derivatives which play a crucial role in modern finance, offering tools for risk management, speculation, and portfolio optimization. This Special Issue collects cutting-edge research that enhances our understanding of financial models, market risk, and pricing and hedging strategies associated with financial derivatives.
Key objectives of this Special Issue include but are not limited to:
- Examining the latest developments in pricing models for various types of derivatives, including options, futures, swaps, and forwards.
- Investigating the dynamics of market risk inherent in derivative instruments.
- Finding efficient methodologies for measuring and managing financial risks.
- Research an innovative machine learning algorithm to find hedging strategies to reduce risk exposure in portfolios.
- Analyzing the impact of regulatory changes and technological advancements on the pricing, risk management, and trading of financial derivatives.
- Fostering interdisciplinary research that integrates insights from finance, mathematics, economics, and computational methods to address complex issues in derivative markets.
Contributions to this Special Issue may include theoretical studies, empirical analyses, methodological advancements, and case studies that shed light on the challenges and opportunities in the realm of financial derivatives. By synthesizing and disseminating state-of-the-art research, this Special Issue aims to provide valuable insights for academics, practitioners, policymakers, and stakeholders involved in derivative markets.
Dr. Young Shin Aaron Kim
Guest Editor
Manuscript Submission Information
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Keywords
- financial derivatives
- derivative instruments
- pricing of options, futures, swaps, forwards, etc.
- pricing models
- derivative markets
- market risk
- hedging
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