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Ritchken, Peter
26
Haubrich, Joseph G.
19
Thomson, James B.
18
Sankarasubramanian, L.
7
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6
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4
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4
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1
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Journal of money, credit and banking : JMCB
10
Research in finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Journal of financial services research : JFSR
3
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
Economics letters
2
European journal of operational research : EJOR
2
Journal of empirical finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Review of derivatives research
2
Review of quantitative finance and accounting
2
The journal of fixed income
2
The review of economics and statistics
2
Working paper / National Bureau of Economic Research, Inc
2
Economic theory
1
Financial management
1
Financial markets, institutions & instruments
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of banking regulation
1
Journal of economic literature
1
Journal of financial intermediation
1
Journal of monetary economics
1
Journal of political economy
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Operations research, Management science : OR MS ; the international literature digest
1
Small business economics : an internat. journal
1
The journal of financial research : a publ. of the School of Business Administration, Georgetown University
1
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OLC EcoSci
ECONIS (ZBW)
311
RePEc
238
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5
EconStor
2
Other ZBW resources
2
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1
Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 2219-2248
Persistent link: https://www.econbiz.de/10006554355
Saved in:
2
On Pricing and Hedging in the Swaption Market: How Many Factors, Really?
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 9-33
Persistent link: https://www.econbiz.de/10007871192
Saved in:
3
What Should Central Banks Do? - A Conference Sponsored by the Federal Reserve Bank of Cleveland October 27-29, 1999 - Introduction
Haubrich, Joseph G.
;
Thomson, James B.
- In:
Journal of money, credit and banking : JMCB
32
(
2000
)
3
,
pp. 445-449
Persistent link: https://www.econbiz.de/10006662250
Saved in:
4
Introduction
Haubrich, Joseph G.
;
Thomson, James B.
- In:
Journal of money, credit and banking : JMCB
28
(
1996
)
3
,
pp. 421-425
Persistent link: https://www.econbiz.de/10006679156
Saved in:
5
Introduction
Haubrich, Joseph G.
;
Thomson, James B.
- In:
Journal of money, credit and banking : JMCB
26
(
1994
)
3
,
pp. 517-522
Persistent link: https://www.econbiz.de/10006684149
Saved in:
6
Umbrella supervision and the role of the central bank
Haubrich, Joseph G.
;
Thomson, James B.
- In:
Journal of banking regulation
10
(
2008
)
1
,
pp. 17-27
Persistent link: https://www.econbiz.de/10009928739
Saved in:
7
CORRELATED DEFAULT MODELING WITH A FOREST OF BINOMIAL TREES
Bandreddi, Santhosh
;
Das, Sanjiv
;
Fan, Rong
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 38-56
Persistent link: https://www.econbiz.de/10007902826
Saved in:
8
BAYESIAN MIGRATION IN CREDIT RATINGS BASED ON PROBABILITIES OF DEFAULT
Das, Sanjiv R.
;
Fan, Rong
;
Geng, Gary
- In:
The journal of fixed income
12
(
2002
)
3
,
pp. 17-23
Persistent link: https://www.econbiz.de/10007162646
Saved in:
9
Averaging and Deferred Payment Yield Agreements
Ritchken, Peter
;
Sankarasubramanian, L.
- In:
The journal of futures markets
13
(
1993
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10006869698
Saved in:
10
B: OPTIMAL ALLOCATION - Joint inventory-replacement policies for parallel machines
Aka, Mian
;
Gilbert, Stephen M.
;
Ritchken, Peter
- In:
Operations research, Management science : OR MS ; the …
38
(
1998
)
3
,
pp. 269-272
Persistent link: https://www.econbiz.de/10006522455
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