Financial Derivatives and Their Applications
A special issue of Risks (ISSN 2227-9091).
Deadline for manuscript submissions: 28 February 2025 | Viewed by 946
Special Issue Editor
Special Issue Information
Dear Colleagues,
Financial derivatives, namely equity, index, and exchange-traded fund (ETF) options, futures options, and credit default swaps, have become major components of trading in the financial markets, with the growth in their traded value exceeding by far in several cases that of their underlying instruments. Although there have been many theoretical and empirical studies for the valuation of these derivatives, there are still several ongoing debates about the inconsistencies of the theory with the empirical facts. There are also several understudied issues, such as the structure of the financial markets and the regulatory role of public policies. This Special Issue invites contributions that address these inconsistencies and omissions. These contributions can include but are not limited to, the following topics listed in the keywords part.
Prof. Dr. Stylianos Perrakis
Guest Editor
Manuscript Submission Information
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Keywords
- index options
- equity options
- credit derivatives
- option values under frictionless equilibrium
- pricing kernel
- volatility and jump risks
- option markets under transaction costs
- stochastic dominance option pricing
- risk arbitrage
- market making
- market power
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