1. A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework

   • Carl Chiarella
   • Christina Nikitopoulos Sklibosios

   OriginalPaper 10 June 2005 Pages: 87 - 127

2. Implied Default Probability and Credit Derivatives

   • Koichi Matsumoto

   OriginalPaper 10 June 2005 Pages: 129 - 149

3. On the Pricing of Defaultable Bonds Using the Framework of Barrier Options

   • Motokazu Ishizaka
   • Koichiro Takaoka

   OriginalPaper 10 June 2005 Pages: 151 - 162

4. Is Volatility the Best Predictor of Market Crashes?

   • Chikashi Tsuji

   OriginalPaper 10 June 2005 Pages: 163 - 185

5. Effectiveness of Stochastic Neural Network for Prediction of Fall or Rise of TOPIX

   • Shigeo Kamitsuji
   • Ritei Shibata

   OriginalPaper 10 June 2005 Pages: 187 - 204

6. Productivity and Technical Change in Malaysian Banking: 1989–1998

   • Ergun Dogan
   • Dietrich K. Fausten

   OriginalPaper 10 June 2005 Pages: 205 - 237

7. Long-Run Operating Performance of Initial Public Offerings in Japanese Over-the-Counter Market (1991–2001): Evidence and Implications

   • Daying Yan
   • Jun Cai

   OriginalPaper 10 June 2005 Pages: 239 - 274

8. A Note on Gaussian Estimation of the CKLS and CIR Models with Feedback Effects for Japan

   • K. Ben Nowman

   OriginalPaper 10 June 2005 Pages: 275 - 279