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Applied Quantitative Finance

Wolfgang H"

ardle

Torsten Kleinow

Gerhard Stahl

In cooperation with

okhan Ayd.nl., Oliver Jim Blaskowitz, Song Xi Chen,

Matthias Fengler, J"

urgen Franke, Christoph Frisch,

Helmut Herwartz, Harriet Holzberger, Ste. H"

ose,

Stefan Huschens, Kim Huynh, Stefan R. Jaschke, Yuze Jiang

Pierre Kervella, R"

udiger Kiesel, Germar Kn"

ochlein,

Sven Knoth, Jens L"

ussem, Danilo Mercurio,

Marlene M"

uller, J"

orn Rank, Peter Schmidt,

Rainer Schulz, J"

urgen Schumacher, Thomas Siegl,

Rob ert Wania, Axel Werwatz, Jun Zheng

June 20, 2002