Narrow search
Showing 101 - 110 of 155
Cover Image
Contracting with asymmetric demand information in supply chains
Babich, Volodymyr; Li, Hantao; Ritchken, Peter; Wang, … - In: European journal of operational research : EJOR 217 (2012) 2, pp. 333-342
Persistent link: https://www.econbiz.de/10009818422
Cover Image
Correlation risk
Krishnan, C.N.V.; Petkova, Ralitsa; Ritchken, Peter - In: Journal of empirical finance 16 (2009) 3, pp. 353-368
Persistent link: https://www.econbiz.de/10008896146
Cover Image
Multinomial approximating models for options with k state variables
Kamrad, Bardia - In: Management science : journal of the Institute for … 37 (1991) 12, pp. 1640-1652
Persistent link: https://www.econbiz.de/10001120186
Cover Image
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
Cover Image
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
Cover Image
On credit spread slopes and predicting bank risk
Krishnan, C. N. V. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542724
Cover Image
THE IMPORTANCE OF FORWARD RATE VOLATILITY STRUCTURES IN PRICING INTEREST RATE-SENSITIVE CLAIMS
Ritchken, Peter; Sankarasubramanian, L. - In: The journal of derivatives : the official publication … 3 (1995) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10007331313
Cover Image
A Multifactor Model of the Quality Option in Treasury Futures Contracts
Ritchken, Peter; Sankarasubramanian, L. - In: The journal of financial research : a publ. of the … 18 (1995) 3, pp. 261-280
Persistent link: https://www.econbiz.de/10007331552
Cover Image
Lattice Models for Pricing American Interest Rate Claims
Li, Anlong; Ritchken, Peter; Sankarasi, L.; … - In: The journal of finance : the journal of the American … 50 (1995) 2, pp. 719-738
Persistent link: https://www.econbiz.de/10007334607
Cover Image
ON PRICING BARRIER OPTIONS
Ritchken, Peter - In: The journal of derivatives : the official publication … 3 (1995) 2, pp. 19-28
Persistent link: https://www.econbiz.de/10007336479