//--> //--> //--> //-->
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
~source:"econis"
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
Options : theory, strategy, an...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
36
Theory
36
Option pricing theory
17
Optionspreistheorie
17
Yield curve
16
Zinsstruktur
16
USA
15
United States
15
CAPM
11
Derivat
8
Derivative
8
Interest rate derivative
8
Volatility
8
Volatilität
8
Zinsderivat
8
Estimation
6
Schätzung
6
Credit
5
Credit risk
5
Deposit insurance
5
Einlagensicherung
5
Kredit
5
Kreditrisiko
5
Lieferkette
5
Risikoprämie
5
Risk premium
5
Supply chain
5
Capital structure
4
Indexation
4
Indexbindung
4
Inflation expectations
4
Inflationserwartung
4
Kapitalstruktur
4
Portfolio selection
4
Portfolio-Management
4
Stochastic process
4
Stochastischer Prozess
4
Swap
4
ARCH model
3
ARCH-Modell
3
more ...
less ...
Online availability
All
Free
19
Undetermined
4
Type of publication
All
Article
41
Book / Working Paper
33
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Graue Literatur
8
Non-commercial literature
8
Arbeitspapier
7
Working Paper
7
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
59
Undetermined
15
Author
All
Ritchken, Peter H.
73
Thomson, James B.
13
Sankarasubramanian, L.
12
Fan, Rong
9
Haubrich, Joseph Gerard
8
Gupta, Anurag
5
Krishnan, C. N. V.
5
Li, Anlong
5
Pennacchi, George G.
5
Sun, Zhiqiang
5
Babich, Volodymyr
4
Bliss, Robert R.
4
Duan, Jin-Chuan
3
Li, Hantao
3
McWalter, Thomas A.
3
Popova, Ivilina
3
Wang, Yunzeng
3
Backwell, Alex
2
Berndt, Antje
2
Burnetas, Apostolos N.
2
DeGennaro, Ramon P.
2
Krishnan, C.N.V.
2
Kuo, Shyanjaw
2
McWalter, Thomas
2
Petkova, Ralitsa
2
Boenawan, Kiekie
1
Burnetas, Apostolos
1
Chuang, Iyuan
1
Gruca, E.
1
Hsieh, K.C.
1
Kamrad, Bardia
1
Lai, Guoming
1
Lin, Junze
1
Mathur, Kamlesh
1
Rabinowitz, Gad
1
Reisman, Arnold
1
Ritchken, Peter
1
Tapiero, Charles S.
1
Thomsen, J.B.
1
Trevor, Rob
1
more ...
less ...
Institution
All
Federal Reserve Bank of Cleveland
2
Published in...
All
Federal Reserve Bank of Cleveland working paper series
7
Review of derivatives research
5
The journal of finance : the journal of the American Finance Association
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
European journal of operational research : EJOR
3
FRB of Cleveland Working Paper
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Working paper / Federal Reserve Bank of Cleveland
3
Advances in futures and options research : a research annual
2
Advances in international banking and finance
2
Journal of financial intermediation
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Manufacturing & service operations management : M & SOM
2
The journal of futures markets
2
The review of financial studies
2
AFA 2010 Atlanta Meetings Paper
1
CMBF papers
1
Derivatives and intermediation
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial services research : JFSR
1
Journal of money, credit and banking : JMCB
1
Manufacturing & Service Operations Management
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Review of quantitative finance and accounting
1
Series in Finance
1
Working paper series / Federal Reserve Bank of Atlanta
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
43
OLC EcoSci
27
USB Cologne (EcoSocSci)
3
Other ZBW resources
2
EconStor
1
Showing
1
-
10
of
74
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Options : theory, strategy and applications
Ritchken, Peter H.
-
1987
Persistent link: https://www.econbiz.de/10013502760
Saved in:
2
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:
3
Minimum option prices under decreasing absolute risk aversion
Mathur, Kamlesh
;
Ritchken, Peter H.
- In:
Review of derivatives research
3
(
1999
)
2
,
pp. 135-156
Persistent link: https://www.econbiz.de/10001484569
Saved in:
4
Interest rate option pricing with volatility humps
Ritchken, Peter H.
;
Chuang, Iyuan
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 237-262
Persistent link: https://www.econbiz.de/10001493259
Saved in:
5
Empirical tests of two state-variable HJM models
Bliss, Robert R.
;
Ritchken, Peter H.
-
1995
Persistent link: https://www.econbiz.de/10000925737
Saved in:
6
Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978436
Saved in:
7
Reliability, pricing and quality control
Tapiero, Charles S.
- In:
European journal of operational research : EJOR
31
(
1987
)
1
,
pp. 37-45
Persistent link: https://www.econbiz.de/10001030869
Saved in:
8
On rational jump diffusion models : an approach using potentials
Burnetas, Apostolos N.
- In:
Review of derivatives research
1
(
1997
)
4
,
pp. 325-349
Persistent link: https://www.econbiz.de/10001238756
Saved in:
9
Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter
;
Trevor, Rob
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
Saved in:
10
Empirical tests of two state-variable Heath-Jarrow-Morton models
Bliss, Robert R.
- In:
Journal of money, credit and banking : JMCB
28
(
1996
)
3
,
pp. 452-476
Persistent link: https://www.econbiz.de/10001334599
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->