Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Lattice Models for Pricing Ame...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
45
Theory
45
Option pricing theory
22
Optionspreistheorie
22
Yield curve
18
Zinsstruktur
18
USA
15
United States
15
CAPM
12
Volatility
12
Volatilität
12
Deposit insurance
11
Derivat
10
Derivative
10
Interest rate derivative
9
Zinsderivat
9
Capital structure
7
Credit risk
7
Einlagensicherung
7
Estimation
7
Kapitalstruktur
7
Kreditrisiko
7
Optionsgeschäft
7
Schätzung
7
Lieferkette
6
Stochastic process
6
Stochastischer Prozess
6
Supply chain
6
Black-Scholes model
5
Black-Scholes-Modell
5
Credit
5
Inflation expectations
5
Inflationserwartung
5
Interest rates
5
Kredit
5
Option trading
5
Risikoprämie
5
Risk premium
5
Aktionäre
4
Börsenkurs
4
more ...
less ...
Online availability
All
Free
34
Undetermined
8
Type of publication
All
Article
52
Book / Working Paper
48
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Arbeitspapier
7
Aufsatz im Buch
1
Book section
1
Dissertation u.a. Prüfungsschriften
1
Konferenzschrift
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
Undetermined
114
Author
All
Ritchken, Peter H.
67
Li, Anlong
19
Ritchken, Peter
17
Sankarasubramanian, L.
12
Thomson, James B.
12
Haubrich, Joseph Gerard
6
Babich, Volodymyr
5
Fan, Rong
5
Haubrich, Joseph G.
5
Pennacchi, George G.
5
Krishnan, C. N. V.
4
McWalter, Thomas A.
4
Popova, Ivilina
4
Sun, Zhiqiang
4
Wu, Qi
4
Backwell, Alex
3
Bliss, Robert R.
3
Burnetas, Apostolos N.
3
Duan, Jin-Chuan
3
Krishnan, C.N.V.
3
Li, Hantao
3
McWalter, Thomas
3
Pennacchi, George
3
Wang, Yunzeng
3
Chuang, Iyuan
2
Gupta, Anurag
2
Hull, Blair
2
Kuo, Shyanjaw
2
Lai, Guoming
2
Qiao, Xiao
2
Tapiero, Charles S.
2
Thomson, James
2
Berndt, Antje
1
Boenawan, Kiekie
1
Burnetas, Apostolos
1
DeGennaro, Ray
1
Getts, Gregory B.
1
Gruca, E.
1
Hsieh, K.C.
1
Kamrad, Bardia
1
more ...
less ...
Institution
All
Federal Reserve Bank of Cleveland
15
Published in...
All
Working Paper / Federal Reserve Bank of Cleveland
13
Federal Reserve Bank of Cleveland working paper series
7
Working paper / Federal Reserve Bank of Cleveland
6
Review of derivatives research
5
The journal of finance : the journal of the American Finance Association
5
Advances in futures and options research : a research annual
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
European journal of operational research : EJOR
3
Manufacturing & service operations management : M & SOM
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The journal of futures markets
3
Advances in international banking and finance
2
Journal of financial intermediation
2
Journal of money, credit and banking : JMCB
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Production and Operations Management
2
The review of financial studies
2
CMBF papers
1
Derivatives and intermediation
1
European financial management : the journal of the European Financial Management Association
1
FRB of Cleveland Working Paper
1
Financial analysts journal : FAJ
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial services research : JFSR
1
Manufacturing & Service Operations Management
1
Mathematical Finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research
1
Review of quantitative finance and accounting
1
Risk management : a modern perspective
1
Series in Finance
1
Working Paper
1
Working paper series / Federal Reserve Bank of Atlanta
1
more ...
less ...
Source
All
ECONIS (ZBW)
78
RePEc
13
USB Cologne (EcoSocSci)
4
Other ZBW resources
3
EconStor
1
OLC EcoSci
1
Showing
1
-
10
of
100
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Lattice models for pricing American interest rate claims
Li, Anlong
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 719-737
Persistent link: https://www.econbiz.de/10001184823
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
On markovian representations of the term structure
Ritchken, Peter H.
-
1992
Persistent link: https://www.econbiz.de/10013446183
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
