Portfolio Optimization and Option Pricing -- Threshold Accepting Approach to Improve Bound-based Approximations for Portfolio Optimization -- Risk Preferences and Loss Aversion in Portfolio Optimization -- Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR) -- Portfolio Optimization under VaR Constraints Based on Dynamic Estimates of the Variance-Covariance Matrix -- Optimal Execution of Time-Constrained Portfolio Transactions -- Semidefinite Programming Approaches for Bounding Asian Option Prices -- The Evaluation of Discrete Barrier Options in a Path Integral Framework -- Estimation and Classification -- Robust Prediction of Beta -- Neural Network Modelling with Applications to Euro Exchange Rates -- Testing Uncovered Interest Rate Parity and Term Structure Using Multivariate Threshold Cointegration -- Classification Using Optimization: Application to Credit Ratings of Bonds -- Evolving Decision Rules to Discover Patterns in Financial Data Sets -- Banking, Risk and Macroeconomic Modelling -- A Banking Firm Model: The Role of Market, Liquidity and Credit Risks -- Identification of Critical Nodes and Links in Financial Networks with Intermediation and Electronic Transactions -- An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architectures -- Integrated Risk Management: Risk Aggregation and Allocation Using Intelligent Systems -- A Stochastic Monetary Policy Interest Rate Model -- Duali: Software for Solving Stochastic Control Problems in Economics.