1. Preface

   • Takaki Hayashi

   OriginalPaper 23 May 2006 Pages: 215 - 215

2. Columbia University Program in Mathematics of Finance and JAFEE

   • Mikhail Smirnov

   OriginalPaper 21 July 2006 Pages: 217 - 232

3. Analyses of Mortgage-Backed Securities Based on Unobservable Prepayment Cost Processes

   • Hidetoshi Nakagawa
   • Tomoaki Shouda

   OriginalPaper 12 May 2006 Pages: 233 - 266

4. Numerical Approach to Asset Pricing Models with Stochastic Differential Utility

   • Nobuhiro Nakamura

   OriginalPaper 07 July 2006 Pages: 267 - 300

5. Pricing European Options by Numerical Replication: Quadratic Programming with Constraints

   • Valeriy Ryabchenko
   • Sergey Sarykalin
   • Stan Uryasev

   OriginalPaper 12 May 2006 Pages: 301 - 333

6. Properties of Multinomial Lattices with Cumulants for Option Pricing and Hedging

   • Yuji Yamada
   • James A. Primbs

   OriginalPaper 12 May 2006 Pages: 335 - 365