1. Editorial

   • Menachem Brenner
   • Marti Subrahmanyam

   EditorialNotes Pages: 259 - 259

2. Stock index dynamics and derivatives pricing with stochastic interest rates

   • Carsten Sørensen

   OriginalPaper Pages: 261 - 285

3. Pricing of non-redundant derivatives in a complete market

   • Abdelhamid Bizid
   • Elyès Jouini
   • Pierre -François Koehl

   OriginalPaper Pages: 287 - 314

4. Calibration of Gaussian heath, Jarrow and Morton and random field interest rate term structure models

   • Kin Pang

   OriginalPaper Pages: 315 - 345

5. Acknowledgement

   • Menachem Brenner
   • Marti G. Subrahmanyam

   Acknowledgments Pages: 347 - 347