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| Analytical and Empirical Features of Internal Ratings An Empirical Consistency Test based on Statistical Models.pdf |
| Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data.pdf |
| Economic Significance of the Predictable Movements in Futures Returns.pdf |
| Imperfect Forward Markets and Hedging.pdf |
| Individual Decision Making and Investor Welfare.pdf |
| Knightian Uncertainty in Financial Markets An Assessment.pdf |
| Optimal Dynamic Trading Strategies.pdf |
| Pricing Loans Using Default Probabilities.pdf |
| Risk Management Using Quasistatic Hedging.pdf |
| Some Lessons from Forecasting Errors in the Recent Crisis.pdf |
| Stochastic Models of Implied Volatility Surfaces.pdf |