The first two papers in this issue focus on a particular segment of the payments landscape: card payments. Two forum papers then conclude the issue.
The papers in this issue deal with credit stress testing models, pricing equations for derivatives, the double default value-of-the-firm model and intuitive models for covered bonds
The papers in this issue are all related to energy risk management, including both risk assessment and risk hedging by financial derivatives.
This issue of The Journal of Computational Finance contains four papers that are quite different in terms of their financial applications, and they stand out because of their remarkable mathematical techniques.
This issue explores the practicality of the CVaR measure as a criterion for portfolio selection, and also discusses wavelet analysis for portfolio selection and currency option pricing.
This special issue contains papers covering central counterparty default management and stress testing.
The topics in this issue cover electricity and gas and oil markets, as well as the interaction of energy commodities and international capital markets.
The issue’s first paper looks at methodologies to measure spillover risks in European sovereign bond markets in the period 2004-15. Our second paper investigates European bond markets. Our final paper in this issue offers a promising new avenue of investigation...
In this issue of The Journal of Financial Market Infrastructures we have two papers on large-value payment systems and two papers on central counterparties.