Corporate Debt Valuation: The Structural Approach -- Bessel Processes and Asian Options -- Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty -- The Robust Control Approach to Option Pricing and Interval Models: An Overview -- A Finite Element Method for Two Factor Convertible Bonds -- On Numerical Methods and the Valuation of American Options -- Valuing American Contingent Claims when Time to Maturity is Uncertain -- Foreign Direct Investment: The Incentive to Expropriate and the Cost of Expropriation Risk -- Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions -- A Stochastic Discount Factor-Based Approach for Fixed-Income Mutual Fund Performance Evaluation -- Portfolio Selection with Skewness -- Continuous Min-Max Approach for Single Period Portfolio Selection Problem.