1. The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach

   • Yoshihiro Kitamura

   OriginalPaper 29 April 2010 Pages: 1 - 31

2. Valuation of Portfolio Credit Derivatives with Default Intensities Using the Vasicek Model

   • Jin Liang
   • Jun Mei Ma
   • Qin Ji

   OriginalPaper 06 May 2010 Pages: 33 - 54

3. Empirical Study of Nikkei 225 Options with the Markov Switching GARCH Model

   • Kiyotaka Satoyoshi
   • Hidetoshi Mitsui

   OriginalPaper 05 May 2010 Pages: 55 - 68

4. “Down-Side Risk” Probability Minimization Problem with Cox-Ingersoll-Ross’s Interest Rates

   • Hiroaki Hata

   OriginalPaper 17 June 2010 Pages: 69 - 87

5. A Note on Utility Maximization with Unbounded Random Endowment

   • Keita Owari

   OriginalPaper 19 June 2010 Pages: 89 - 103

6. A Multifactor Model of Credit Spreads

   • Ramaprasad Bhar
   • Nedim Handzic

   OriginalPaper 04 July 2010 Pages: 105 - 127