Journal of Risk

Welcome to Volume 1 Issue 1 of The Journal of Risk. This issue is made up of 5 technical papers: ‘Incorporating volatility updating into the historical simulation method for value-at-risk' by John Hull and Alan White from the University of Toronto; ‘The elasticity of interest rate volatility: Chan, Karolyi, Longsta, and Sanders revisited' by Robert R. Bliss from the Bank of England and David C. Smith from the University of Florida; ‘VaR-x: Fat tails in financial risk management' by Ronald Huisman from Erasmus University, and Rachel A. J. Pownall and Kees G. Koedijk from the University of Maastricht; ‘Modeling and measuring operational risk' by Marcelo Cruz, Rodney Coleman and Gerry Salkin from Imperial College; and ‘A uniform approach to static replication' by Andrew Chou and Galin Georgiev from JP Morgan.

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