1. Homogeneous semi-Markov reliability models for credit risk management*

   • Guglielmo D’Amico
   • Jacques Janssen
   • Raimondo Manca

   OriginalPaper Pages: 79 - 93

2. An overlapping generations model with non-ordered preferences and numeraire-incomplete markets*

   • Abdelkrim Seghir

   OriginalPaper Pages: 95 - 112

3. Notes and Comments: An approximation of caplet implied volatilities in Gaussian models

   • Flavio Angelini
   • Stefano Herzel

   OriginalPaper Pages: 113 - 127