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0 Introduction
1 Heavy Tails in Finance for Independent or Multifractal Price Increments-Mandelbrot,2003
2 Financial Risk and Heavy Tails-Bradley&Taqqu,2003
3 Modeling Financial Data with Stable Distributions-Nolan,2003
4 Statistical Issues in Modeling Multivariate Stable Portfolios-Kozubowski,Panorska&Rachev,2003
5 Jump-Diffusion Models-Runggaldier,2003
6 Hyperbolic processes in finance-Bibby,2003
7 Stable Modeling of Market and Credit Value at Risk-Rachev,Schwartz&Khindanova
8 Modelling Dependence with Copulas and Applications to Risk Management-Embrechts,Lindskog&Mcneil,2003
9 Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions-Mittnik&Paolella,2003
10 Stable Non-Gaussian Models for Credit Risk Management-Martin,Rachev&Chwartz,2003
11 Multifactor Stochastic Variance(损坏)
12 Modelling the Term Structure of Monetary Rates-Izzi,2003
13 Asset Liability Management- A Review and Some New Results in The Presence of Heavy Tails-Tokat,Rachev&Schwartz,2003
14 Portfolio Choice Theory with Non-Gaussian Distributed Returns-Ortobelli,Huber,Rachev&Schwartz,2003
15 Portfolio Modeling with Heavy Tailed Random Vectors-Meerschaert&Scheffler,2003
16 Long Range Dependence in Heavy Tailed Stochastic Processes-Racheva-Iotova&Samorodnitsky,2003
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