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Getting the most out of a mandatory subordinated debt requirement
Fan, Rong; Haubrich, Joseph Gerard; Ritchken, Peter H.; … - 2002
Persistent link: https://www.econbiz.de/10003419188
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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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Getting the most out of a mandatory subordinated debt requirement
Fan, Rong; Haubrich, Joseph Gerard; Ritchken, Peter H.; … - In: Journal of financial services research : JFSR 24 (2003) 2/3, pp. 149-179
Persistent link: https://www.econbiz.de/10001850768
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Hedging in the possible presence of unspanned stochastic volatility : evidence from swaption markets
Fan, Rong; Gupta, Anurag; Ritchken, Peter H. - In: The journal of finance : the journal of the American … 58 (2003) 5, pp. 2219-2248
Persistent link: https://www.econbiz.de/10001797838