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Pricing Claims Under GARCH-Lev...
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Ritchken, Peter H.
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ECONIS (ZBW)
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Estimating real and nominal term structures using treasury yields, inflation, inflation forecasts, and inflation swap rates /by Joseph Haubrich, George Pennacchi, and Peter Ritchke...
Haubrich, Joseph Gerard
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003778338
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2
Jump starting GARCH : pricing and hedging options with jumps in returns and volatilities
Duan, Jin-Chuan
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003419274
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3
On forecasting the term structure of credit spreads
Krishnan, C.N.V.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003487848
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4
On correlation and default clustering in credit markets
Berndt, Antje
;
Ritchken, Peter H.
;
Sun, Zhiqiang
- In:
The review of financial studies
23
(
2010
)
7
,
pp. 2680-2729
Persistent link: https://www.econbiz.de/10003992037
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5
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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6
Monitoring and controlling bank risk : does risky debt serve any purpose?
Krishnan, C.N.V.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542592
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7
On credit spread slopes and predicting bank risk
Krishnan, C. N. V.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542724
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8
Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978436
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9
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
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10
Exchange traded foreign warrants
Gruca, E.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 53-66
Persistent link: https://www.econbiz.de/10001145854
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