1 An Exact Solution of the Term Structure of Interest Rate under Regime-Switching Risk

2 The Term Structure of Interest Rates in a Hidden Markov Setting

3 On Fair Valuation of Participating Life Insurance Policies With Regime Switching

4 Pricing Options and Variance Swaps in Markov-Modulated Brownian Markets

5 Smoothed Parameter Estimation for a Hidden Markov Model of Credit Quality

6 Expected Shortfall Under a Model With Market and Credit Risks

7 Filtering of Hidden Weak Markov Chain -Discrete Range Observations

8 Filtering of a Partially Observed Inventory System

9 An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market

10 Early Warning Systems for Currency Crises: A Regime-Switching Approach