1. Editorial

   • Menachem Brenner
   • Eric Briys
   • Marti Subrahmanyam

   EditorialNotes Pages: 5 - 6

2. Exact solutions for bond and option prices with systematic jump risk

   • Sanjiv Ranjan Das
   • Silverio Foresi

   OriginalPaper Pages: 7 - 24

3. The valuation and behavior of black-scholes options subject to intertemporal default risk

   • Don Rich

   OriginalPaper Pages: 25 - 59

4. An alternative approach to the valuation of American options and applications

   • In Joon Kim
   • G. George Yu

   OriginalPaper Pages: 61 - 85

5. On pricing kernels and finite-state variable Heath Jarrow Morton models

   • George Pennacchi
   • Peter Ritchken
   • L. Sankarasubramanian

   OriginalPaper Pages: 87 - 99