1. Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets

   • Yi-Tsung Lee
   • Wei-Shao Wu
   • Yun Hong Yang

   OriginalPaper 13 March 2013 Pages: 219 - 242

2. An Empirical Comparison of Two Stochastic Volatility Models using Indian Market Data

   • Srikanth K. Iyer
   • Seema Nanda
   • Swapnil Kumar

   OriginalPaper 08 March 2013 Pages: 243 - 259

   

3. Optimal Investment and Consumption with Default Risk: HARA Utility

   • Lijun Bo
   • Xindan Li
   • Xuewei Yang

   OriginalPaper 10 March 2013 Pages: 261 - 281

   

4. An Analytical Evaluation Method of the Operational Risk Using Fast Wavelet Expansion Techniques

   • Kensuke Ishitani
   • Kenichi Sato

   OriginalPaper 19 May 2013 Pages: 283 - 309