1. A theory of bonus in life insurance

   • Ragnar Norberg

   Pages: 373 - 390

2. Applications of Malliavin calculus to Monte Carlo methods in finance

   • Eric Fournié
   • Jean-Michel Lasry
   • Nizar Touzi

   Pages: 391 - 412

3. Minimal realizations of interest rate models

   • Tomas Björk
   • Andrea Gombani

   Pages: 413 - 432

4. On the relationship of the dynamic programming approach and the contingent claim approach to asset valuation

   • Thomas S. Knudsen
   • Bernhard Meister
   • Mihail Zervos

   Pages: 433 - 449

5. On dynamic measures of risk

   • Jakša Cvitanić
   • Ioannis Karatzas

   Pages: 451 - 482

6. Invariant measures for the Musiela equation with deterministic diffusion term

   • Tiziano Vargiolu

   Pages: 483 - 492