Structure and temporal change of the credit network between banks and large firms in Japan

Student's t-Distribution Based Option Sensitivities: Greeks for the Gosset Formulae

Studies of the limit order book around large price changes

Study of statistical correlations in intraday and daily financial return time series

Study of the risk-adjusted pricing methodology model with methods of Geometrical Analysis

Suitability of using technical indicators as potential strategies within intelligent trading systems

Summary of Results from the Risk Management Program for the Mars Microrover Flight Experiment

Superfamily classification of nonstationary time series based on DFA scaling exponents

Superhedging and Dynamic Risk Measures under Volatility Uncertainty

Superhedging in illiquid markets

Superstatistics of Labour Productivity in Manufacturing and Nonmanufacturing Sectors

Survivability and centrality measures for networks of financial market indices

Sustainable Credit And Interest Rates

Swing Options Valuation: a BSDE with Constrained Jumps Approach

Symmetries of the Black-Scholes equation

Systemic losses in banking networks: indirect interaction of nodes via asset prices

Systemic Risk in a Unifying Framework for Cascading Processes on Networks