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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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Bond price representations and the volatility of spot interest rates
Ritchken, Peter H.; Sankarasubramanian, L. - In: Review of quantitative finance and accounting 7 (1996) 3, pp. 279-288
Persistent link: https://www.econbiz.de/10001467576
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Volatility structures of forward rates and the dynamics of the term structure
Ritchken, Peter H. - In: Mathematical finance : an international journal of … 5 (1995) 1, pp. 55-72
Persistent link: https://www.econbiz.de/10001185062
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On pricing kernels and finite-state variable health Jarrow Morton models
Pennacchi, George G. - In: Review of derivatives research 1 (1996) 1, pp. 87-99
Persistent link: https://www.econbiz.de/10001205609
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Averaging and deferred payment yield agreements
Ritchken, Peter H. - In: The journal of futures markets 13 (1993) 1, pp. 23-41
Persistent link: https://www.econbiz.de/10001136843
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Pricing the quality option in treasury bond futures
Ritchken, Peter H. - In: Mathematical finance : an international journal of … 2 (1992) 3, pp. 197-214
Persistent link: https://www.econbiz.de/10001143990
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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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On valuing complex interest rate claims
Ritchken, Peter H. - In: The journal of futures markets 10 (1990) 5, pp. 443-455
Persistent link: https://www.econbiz.de/10001094588
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On markovian representations of the term structure
Ritchken, Peter H. - 1992
Persistent link: https://www.econbiz.de/10013446183
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Regulatory taxes, investment, and financing decision for insured banks
Li, Anlong; Ritchken, Peter; Sankarasubramanian, L.; … - Federal Reserve Bank of Cleveland - 1993
An investigation of the effects of interest rate and credit risk on optimal capital structure and investment decisions. The authors show that with no uncertainty in interest rates, capital regulation will reduce the risk of the bank's assets, but that under interest rate uncertainty, the impact...
Persistent link: https://www.econbiz.de/10005428271