1. Estimation and Prediction of a Non-Constant Volatility

   • Vyacheslav M. Abramov
   • Fima C. Klebaner

   OriginalPaper 17 August 2007 Pages: 1 - 23

2. A Benchmark Approach to Portfolio Optimization under Partial Information

   • Eckhard Platen
   • Wolfgang J. Runggaldier

   OriginalPaper 17 August 2007 Pages: 25 - 43

3. The Credit Risk and Pricing of OTC Options

   • Gechun Liang
   • Xuemin Ren

   OriginalPaper 26 October 2007 Pages: 45 - 68

4. An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates

   • Akihiko Takahashi
   • Kohta Takehara

   OriginalPaper 30 October 2007 Pages: 69 - 121

5. Credit Derivatives in an Affine Framework

   • Li Chen
   • Damir Filipović

   OriginalPaper 31 October 2007 Pages: 123 - 140

6. Analysing Yield Spread and Output Dynamics in an Endogenous Markov Switching Regression Framework

   • Ramaprasad Bhar
   • Shigeyuki Hamori

   OriginalPaper 26 October 2007 Pages: 141 - 156

7. Pricing Commodity Spread Options with Stochastic Term Structure of Convenience Yields and Interest Rates

   • Katsushi Nakajima
   • Akira Maeda

   OriginalPaper 26 October 2007 Pages: 157 - 184