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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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Correlation risk
Krishnan, C. N. V.; Petkova, Ralitsa; Ritchken, Peter H. - In: Journal of empirical finance 16 (2009) 2, pp. 353-367
Persistent link: https://www.econbiz.de/10003856774
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Predicting credit spreads
Krishnan, C. N. V.; Ritchken, Peter H.; Thomson, James B. - In: Journal of financial intermediation 19 (2010) 4, pp. 529-563
Persistent link: https://www.econbiz.de/10008989730
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Contracting with asymmetric demand information in supply chains
Babich, Volodymyr; Li, Hantao; Ritchken, Peter H.; … - In: European journal of operational research : EJOR 217 (2012) 2, pp. 331-341
Persistent link: https://www.econbiz.de/10009405540
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Option and forward contracting with asymetric information : valuation issues in supply chains
Li, Hantao; Ritchken, Peter H.; Wang, Yunzeng - In: European journal of operational research : EJOR 197 (2009) 1, pp. 134-148
Persistent link: https://www.econbiz.de/10003828718
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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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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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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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Regulatory taxes, investment, and financing decisions for insured banks
Li, Anlong; Ritchken, Peter H.; Sankarasubramanian, L.; … - In: Advances in international banking and finance 2 (1996), pp. 1-30
Persistent link: https://www.econbiz.de/10001208788
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On pricing derivatives in the presence of auxiliary state variables
Lin, Junze; Ritchken, Peter H. - In: The journal of derivatives : the official publication … 14 (2006) 2, pp. 29-46
Persistent link: https://www.econbiz.de/10003400049