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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

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

Capital budgeting using contingent claims analysis : a tutorial

Ritchken, Peter H. - In: Advances in futures and options research : a research annual 3 (1988), pp. 119-143

Persistent link: https://www.econbiz.de/10001081734

On arbitrage-free pricing of interest rate contingent claims

Ritchken, Peter H. - In: The journal of finance : the journal of the American … 45 (1990) 1, pp. 259-264

Persistent link: https://www.econbiz.de/10001084192

Exchange traded foreign warrants

Gruca, E. - In: Advances in futures and options research : a research annual 6 (1993), pp. 53-66

Persistent link: https://www.econbiz.de/10001145854

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

Multinomial approximating models for options with k state variables

Kamrad, Bardia - In: Management science : journal of the Institute for … 37 (1991) 12, pp. 1640-1652

Persistent link: https://www.econbiz.de/10001120186

On correlation and default clustering in credit markets

Berndt, Antje; Ritchken, Peter H.; Sun, Zhiqiang - In: The review of financial studies 23 (2010) 7, pp. 2680-2729

Persistent link: https://www.econbiz.de/10003992037

On Buybacks, Dilutions, Dividends, and the Pricing of Stock-Based Claims

Backwell, Alex - 2019

We develop a structural model of the firm that allows after-interest cash to be directed to dividends, buybacks or some combination thereof. We study the effects of dilutions and buybacks on the value of the firm's claimants and on options written on the stock. We distinguish between options on...

Persistent link: https://www.econbiz.de/10012866309

The changing role of banks and the changing value of deposit guarantees

Ritchken, Peter H.; Popova, Ivilina; Thomson, James B. - In: Advances in international banking and finance 3 (1998), pp. 1-22

Persistent link: https://www.econbiz.de/10001362294