Int. J. of Theoretical and Appl. Finance - TOC alert

Dear Colleagues,

Vol. 6, No. 7 (November 2003) of the International Journal of
Theoretical and Applied Finance (IJTAF) is out. Articles are available
in electronic format from http://www.worldscinet.com/ijtaf.html

Table-of-contents:

Backward Stochastic PDE and Imperfect Hedging
by M. Mania and R. Tevzadze

When Should We be Prepared to Improve a Portfolio by Lacklustre
Stocks? — A Note on Log-Optimal Portfolio Selection
by D. Schäfer

Multiple Optimal Solutions in the Portfolio Selection Model with
Short-Selling
by A. Schianchi, L. Bongini, M. D. Esposti and C. Giardinà

Independent Component Analysis and Immunization: An Exploratory Study
by Fabio Bellini and Ernesto Salinelli

Inventory Effects on Daily Returns in Financial Markets
by Andreas Krause

High Order Compact Finite Difference Schemes for a Nonlinear
Black-Scholes Equation
by Bertram Düring, Michel Fournié and Ansgar Jüngel

Book Review: "Exotic Options: The Cutting-edge Collection", Alexander
Lipton, ed., (2003)
by Guillaume Gimonet