| 1 | -- | 4 | Rita Laura D Ecclesia. Financial modelling and risk management |
| 5 | -- | 19 | Giorgio Szegö. Measures of risk |
| 20 | -- | 29 | M. D. Hayford, A. G. Malliaris. How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule |
| 30 | -- | 51 | Damiano Brigo, Fabio Mercurio, Massimo Morini. The LIBOR model dynamics: Approximations, calibration and diagnostics |
| 52 | -- | 64 | Rosella Giacometti, Mariangela Teocchi. On pricing of credit spread options |
| 65 | -- | 82 | Mario Onorato, Edward I. Altman. An integrated pricing model for defaultable loans and bonds |
| 83 | -- | 93 | Carlo Mari, Roberto Renò. Credit risk analysis of mortgage loans: An application to the Italian market |
| 94 | -- | 101 | Eugene Nivorozhkin. The informational content of subordinated debt and equity prices in the presence of bankruptcy costs |
| 102 | -- | 114 | Fabio Bellini, Gianna Figà -Talamanca. Runs tests for assessing volatility forecastability in financial time series |
| 115 | -- | 131 | Alexei A. Gaivoronski, Sergiy Krylov, Nico van der Wijst. Optimal portfolio selection and dynamic benchmark tracking |
| 132 | -- | 144 | G. Carcano, P. Falbo, S. Stefani. Speculative trading in mean reverting markets |
| 145 | -- | 153 | Maria Letizia Guerra, Laerte Sorini. Testing robustness in calibration of stochastic volatility models |
| 154 | -- | 169 | Jozsef Abaffy, Marida Bertocchi, Adriana Gnudi. Extensions of the Ho and Lee interest-rate model to the multinomial case |
| 170 | -- | 176 | Maria Rosaria Simonelli. Indeterminacy in portfolio selection |
| 177 | -- | 191 | Jason Laws, John Thompson. Hedging effectiveness of stock index futures |
| 192 | -- | 200 | Silvia Muzzioli, Costanza Torricelli. The pricing of options on an interval binomial tree. An application to the DAX-index option market |
| 201 | -- | 209 | Christian Menn, Svetlozar T. Rachev. A GARCH option pricing model with alpha-stable innovations |
| 210 | -- | 216 | Algirdas Laukaitis, Alfredas Rackauskas. Functional data analysis for clients segmentation tasks |
| 217 | -- | 229 | Diana Barro, Elio Canestrelli. Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach |
| 230 | -- | 241 | Francesco M. Paris. Selecting an optimal portfolio of consumer loans by applying the state preference approach |
| 242 | -- | 252 | Ken Holden, John Thompson, Yuphin Ruangrit. The Asian crisis and calendar effects on stock returns in Thailand |
| 253 | -- | 275 | Natividad Blasco, Pilar Corredor, Cristina Del Rio, Rafael Santamaría. Bad news and Dow Jones make the Spanish stocks go round |
| 276 | -- | 283 | Salvador Cruz Rambaud, José García Pérez, Miguel Ángel Sánchez Granero, Juan Evangelista Trinidad Segovia. Theory of portfolios: New considerations on classic models and the Capital Market Line |
| 284 | -- | 286 | Francesco Maffioli. In: Alexander Schrijver, Editors, Combinatorial Optimization-Polyhedra and Efficiency or All You Wanted to Know about Polyhedral Combinatorics and Never Dared to Ask |