Session Chair: Sang Bin Lee (Hanyang Univ.)

1. The α-Hypergeometric Stochastic Volatility Model
José Da Fonseca
(Auckland Univ. of Technology)
Claude Martini
(Rue Jean-Jacques Rousseau)

2. Credit-Implied Equity Volatility - Long-Term Forecasts and Alternative Fear Gauges
Hans Byström (Lund Univ.)

3. The Volatility Information Implied in the Term Structure of VIX
Kai-Jiun Chang(National Taiwan Univ.)
Mao-Wei Hung(National Taiwan Univ.)
Yaw-Huei Wang(National Taiwan Univ.)

4. A Unified Model: Arbitrage-free Term Structure
Movements of Flow Risks
Thomas S. Y. Ho
(Thomas Ho Company, Ltd.)
Sang Bin Lee (Hanyang Univ.)