Volume 35, Issue 2, November 2012

ISSN: 1593-8883 (Print) 1129-6569 (Online)

In this issue (4 articles)

  1. No Access

    OriginalPaper

    Portfolio optimization in a defaultable market under incomplete information

    Giorgia Callegaro, Monique Jeanblanc… Pages 91-111
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  2. No Access

    OriginalPaper

    How should a convertible bond be decomposed?

    Song-Ping Zhu, Jing Zhang Pages 113-149
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  3. No Access

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    Optimal investment for executive stockholders with exponential utility

    Sascha Desmettre Pages 151-170
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    Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations

    Werner Hürlimann Pages 171-202
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