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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Ritchken, Peter H."
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Zinsstruktur"
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Ritchken, Peter H.
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Federal Reserve Bank of Cleveland working paper series
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
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On pricing and hedging in the swaption market : how many factors, really?
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 9-33
Persistent link: https://www.econbiz.de/10003611410
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2
The importance of forward rate volatility structures in pricing interest rate-sensitive claims
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10001219431
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