1. Numerical solution of jump-diffusion LIBOR market models

   • Paul Glasserman
   • Nicolas Merener

   Original Paper Pages: 1 - 27

2. A monetary value for initial information in portfolio optimization

   • Jürgen Amendinger
   • Dirk Becherer
   • Martin Schweizer

   Original Paper Pages: 29 - 46

3. Continuous auctions and insider trading: uniqueness and risk aversion

   • Kyung-Ha Cho

   Original Paper Pages: 47 - 71

4. Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity

   • Angelos Dassios
   • Ji-Wook Jang

   Original Paper Pages: 73 - 95

5. Optimal dynamic reinsurance policies for large insurance portfolios

   • Michael I. Taksar
   • Charlotte Markussen

   Original Paper Pages: 97 - 121

6. Random step functions model for interest rates

   • Konstantin Borovkov
   • Fima C. Klebaner
   • Eleanor Virag

   Original Paper Pages: 123 - 143