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1. Valuation Of Convertible Bonds With Sequential Conversion


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2. Banking Regulation and Financial Accelerators: A One-Period Model with Unlimited Liability


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


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4. Hitting straight lines by compound Poisson process paths


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6. The Term Structure of Liquidity Premia in the U.S. Treasury Market

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7. and Business Administration

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8. An Empirical Comparison of Forward-Rate and Spot-Rate Models for Valuing Interest-Rate Options


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10. in Industrial Supplier-Buyer Relationships 335

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