Financial Derivatives: Market Risk, Pricing, and Hedging

A special issue of Risks (ISSN 2227-9091).

Deadline for manuscript submissions: 31 January 2025 | Viewed by 114

Special Issue Editor

E-Mail Website
Guest Editor
College of Business, Stony Brook University, Stony Brook, NY 11794-3775, USA
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

Manuscripts should be submitted online at by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Risks is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1800 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.


  • financial derivatives
  • derivative instruments
  • pricing of options, futures, swaps, forwards, etc.
  • pricing models
  • derivative markets
  • market risk
  • hedging

Published Papers

This special issue is now open for submission.
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