From the text: In the special issues of IJTAF devoted to the RIO meetings, we have included contributions from participants of the various editions of the meeting so far. The array of topics is broad, ranging through very diverse areas such as long-term bond returns, XVA analysis, bank panics and illiquidity, interest rate derivatives under monetary changes, index options by static hedging, path-dependent derivatives and stochastic volatility, heterogeneity in risk preferences leading to stochastic volatility, pricing of crude oil and derivatives, financial instability and contagion, trading strategies and no-arbitrage, Markov-chain potential models for interest rates, random matrices and financial crises, and optimal portfolio under state-dependent utility.