1. Non-linear long horizon returns predictability: evidence from six south-east Asian markets

   • David G. McMillan
   • Alan E. H. Speight

   OriginalPaper 03 May 2007 Pages: 95 - 111

2. Portfolio optimization with a defaultable security

   • Tomasz R. Bielecki
   • Inwon Jang

   OriginalPaper 03 May 2007 Pages: 113 - 127

3. Risk measures for derivatives with Markov-modulated pure jump processes

   • Robert J. Elliott
   • Leunglung Chan
   • Tak Kuen Siu

   OriginalPaper 03 May 2007 Pages: 129 - 149

4. Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor

   • Jirô Akahori
   • Hiroki Aoki
   • Yoshihiko Nagata

   OriginalPaper 08 May 2007 Pages: 151 - 179