1. Portfolio optimization in a defaultable market under incomplete information

   • Giorgia Callegaro
   • Monique Jeanblanc
   • Wolfgang J. Runggaldier

   OriginalPaper 11 May 2011 Pages: 91 - 111

2. How should a convertible bond be decomposed?

   • Song-Ping Zhu
   • Jing Zhang

   OriginalPaper 07 July 2011 Pages: 113 - 149

3. Optimal investment for executive stockholders with exponential utility

   • Sascha Desmettre

   OriginalPaper 13 August 2011 Pages: 151 - 170

4. Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations

   • Werner Hürlimann

   OriginalPaper 09 June 2011 Pages: 171 - 202