...Subhamoy Chatterjee; R.P. Mohanty Purpose Interest rate derivatives (IRDs) are the essential components of financial risk management and are used across various industry sectors. The objective is to analyze the differences in approach to managing interest rate risks between the Indian corporates...

...Philip Kamau; Eno L. Inanga; Kami Rwegasira Purpose – The purpose of this paper is to investigate the extent to which the size of multilateral banks (MBs) influences their usage of currency derivatives to manage currency risk. It provides an empirical assessment of whether economies of scale...

... pricing. Financial forecasting Data analysis Derivatives Econometrics Option pricing Time series The most important use of time-varying volatility models is to produce forecasts of future volatility, which in turn used for numerous activities including derivative asset pricing...