Narrow search
Showing 1 - 10 of 18
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
On markovian representations of the term structure
Ritchken, Peter H. - 1992
Persistent link: https://www.econbiz.de/10013446183
Cover Image
A one-factor lognormal Markovian interest rate model : theory and implementation
Li, Anlong - In: Advances in futures and options research : a research annual 8 (1995), pp. 229-239
Persistent link: https://www.econbiz.de/10001211283
Cover Image
Empirical tests of two state-variable HJM models
Bliss, Robert R.; Ritchken, Peter H. - 1995
Persistent link: https://www.econbiz.de/10000925737
Cover Image
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
Cover Image
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
Cover Image
Monitoring and controlling bank risk : does risky debt serve any purpose?
Krishnan, C.N.V. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542592