1. Hedging Long-Term Forwards with Short-Term Futures: A Two-Regime Approach

   • Wolfgang Bühler
   • Olaf Korn
   • Rainer Schöbel

   OriginalPaper Pages: 185 - 212

2. Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models

   • Markus Leippold
   • Zvi Wiener

   OriginalPaper Pages: 213 - 239

3. The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests

   • Manolis G. Kavussanos
   • Ilias D. Visvikis
   • David Menachof

   OriginalPaper Pages: 241 - 266