Similar Search Results - EconBiz

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

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

On Flexibility, Capital Structure, and Investment Decisions for the Insured Bank

Ritchken, Peter H. - 2003

Most models of deposit insurance assume that the volatility of a bank's assets is exogenously provided. Although this framework allows the impact of volatility on bankruptcy costs and deposit insurance subsidies to be explored, it is static and does not incorporate the fact that equityholders...

Persistent link: https://www.econbiz.de/10012786597

On Flexibility, Capital Structure, and Investment Decisions for the Insured Bank

Ritchken, Peter H. - 2003

Most models of deposit insurance assume that the volatility of a bank's assets is exogenously provided. Although this framework allows the impact of volatility on bankruptcy costs and deposit insurance subsidies to be explored, it is static and does not incorporate the fact that equityholders...

Persistent link: https://www.econbiz.de/10012786717

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

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

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

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

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

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

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