Financial Modelling: From Stochastics to Chaotics and Back to Stochastics -- Uncertainty about Input Data in Portfolio Management -- Non-Substitution Theorems for Perfect Matching Problems -- Commodity Futures Markets and Trading Strategies Opportunities -- Financial Asset Demand in the Italian Market: an Empirical Analysis -- Italian Term Structure Movements: the Appropriateness of a Multinomial Model -- Replicating an Option under General Rebalancing Costs -- Linear Programming and Econometric Methods for Bank Efficiency Evaluation: an Empirical Comparison Based on a Panel of Italian Banks -- Measuring Managerial and Program Efficiencies in a Swedish Savings and Loan -- Bankruptcies, Indebtedness and the Credit Crunch -- Bankruptcy Prediction: Discriminant Analysis versus Neural Networks -- Rough Set Approach to Stock Selection: an Application to the Italian Market -- Takeover Algorithms -- The Number of Arbitrage Pricing Theory Factors: an Assessment of the Power of Multivariate Tests Used -- Tests for Randomness in Multiple Financial Time Series -- On SBB Utility Theory -- Proper Risk Aversion in Presence of Multiple Sources of Risk.