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Ritchken, Peter H.


 SSRN Author Rank: 5,863 by Downloads
 

Case Western Reserve University - Department of Banking & Finance


 10900 Euclid Ave.
 Cleveland, OH 44106-7235
 United States
 216-368-3849 (Phone)
 216-368-4776 (Fax)
 email address

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. Ritchken, Peter H.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
4,428
Total
Citations
111
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Fan, Rong
Gifford Fong Associates
Gupta, Anurag
Case Western Reserve University - Department of Banking & Finance
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Posted:
03 Oct 01
809
(16,161)
7

2.  
Jump Starting GARCH: Pricing and Hedging Options With Jumps in Returns and Volatilities | Show Abstract | Download |
FRB of Cleveland Working Paper No. 06-19, AFA 2004 San Diego Meetings
Working Paper Series
Duan, Jin-Chuan
National University of Singapore (NUS) - Business School and Risk Management Institute
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Sun, Zhiqiang
National City Bank
Posted:
14 Dec 03
Last Revised:
30 Oct 07
620
(23,625)
13

3.  
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Krishnan, C. N. V.
Case Western Reserve University - Department of Banking & Finance
Thomson, James B.
University of Akron
Posted:
26 Jun 07
Last Revised:
03 Nov 08
546
(28,195)
5

4.  
Monitoring and Controlling Bank Risk: Does Risky Debt Help? | Show Abstract | Download |
AFA 2004 San Diego Meetings; FRB of Cleveland Working Paper No. 0301
Accepted Paper Series
Krishnan, C. N. V.
Case Western Reserve University - Department of Banking & Finance
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Thomson, James B.
University of Akron
Posted:
08 Mar 04
515
(30,482)
20

5.  
Krishnan, C. N. V.
Case Western Reserve University - Department of Banking & Finance
Petkova, Ralitsa
Purdue University - Krannert School of Management
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Posted:
07 Nov 07
Last Revised:
03 Nov 08
453
(35,970)
7

6.  
On Correlation and Default Clustering in Credit Markets | Show Abstract | Download |
AFA 2010 Atlanta Meetings Paper
Working Paper Series
Berndt, Antje
Poole College of Management, NC State University
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Sun, Zhiqiang
National City Bank
Posted:
17 Mar 09
Last Revised:
27 Oct 09
438
(37,547)
2

7.   Incl. Electronic Paper
Fan, Rong
Gifford Fong Associates
Gupta, Anurag
Case Western Reserve University - Department of Banking & Finance
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Posted:
15 Aug 02
Last Revised:
09 Oct 03
328
(53,467)
24

8.   Incl. Electronic Paper
Haubrich, Joseph G.
Federal Reserve Bank of Cleveland
Pennacchi, George
University of Illinois
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Posted:
17 Mar 09
Last Revised:
18 Apr 12
325
(54,043)
11

9.  
Haubrich, Joseph G.
Federal Reserve Bank of Cleveland
Pennacchi, George
University of Illinois
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Posted:
14 Mar 11
174
(104,102)
6

10.   Incl. Electronic Paper
Fan, Rong
Gifford Fong Associates
Haubrich, Joseph G.
Federal Reserve Bank of Cleveland
Thomson, James B.
University of Akron
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Posted:
27 Apr 02
Last Revised:
18 Nov 07
124
(139,096)
3

11.  
Babich, Volodymyr
Georgetown University - McDonough School of Business
Li, Hantao
Case Western Reserve University - Weatherhead School of Management
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Wang, Yunzeng
University of Texas at Dallas - Naveen Jindal School of Management
Posted:
26 Nov 10
Last Revised:
15 Nov 12
70
(203,487)
 

12.  
Approximating Garch-Jump Models, Jump-Diffusion Processes, and Option Pricing | Show Abstract | Download |
Mathematical Finance, Vol. 16, No. 1, pp. 21-52, January 2006
Accepted Paper Series
Duan, Jin-Chuan
National University of Singapore (NUS) - Business School and Risk Management Institute
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Sun, Zhiqiang
National City Bank
Posted:
21 Jun 06
26
(305,910)
13

13.  
Competition and Diversification Effects in Supply Chains with Supplier Default Risk | Show Abstract |
Manufacturing & Service Operations Management
Working Paper Series
Babich, Volodymyr
Georgetown University - McDonough School of Business
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Burnetas, Apostolos
University of Athens - Faculty of Mathematics
Posted:
22 May 06
 

14.  
The Asset Flexibility Option and the Value of Deposit Insurance | Show Abstract |
Research in Finance, Vol. 13, 1995, Bank Structure and Competition: Rebuilding Banking, Federal Reserve Bank of Chicago, pp. 153-176, 1991
Accepted Paper Series
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
DeGennaro, Ramon P.
University of Tennessee, Knoxville - Department of Finance
Thomson, James B.
University of Akron
Li, Anlong
Portunes LLC
Posted:
16 Jun 03
 

15.   Incl. Electronic Paper
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
DeGennaro, Ramon P.
University of Tennessee, Knoxville - Department of Finance
Thomson, James B.
University of Akron
Li, Anlong
Portunes LLC
Posted:
05 May 03
Last Revised:
20 Jun 03
 

16.  
On Pricing Kernels and Finite State Variable Heath Jarrow Morton Models | Show Abstract |
REVIEW OF DERIVATIVES RESEARCH, Vol. 1 No. 1
Accepted Paper Series
Pennacchi, George
University of Illinois
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Sankarasubramanian, L.
affiliation not provided to SSRN
Posted:
12 May 00
 

17.  
Empirical Tests of Two-State-Variable Heath-Jarrow-Morton Models | Show Abstract |
J. OF MONEY, CREDIT, AND BANKING, August 1996
Accepted Paper Series
Bliss, Robert R.
Wake Forest University - Schools of Business
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Posted:
26 Oct 99
 

18.  
Mathur, Kamlesh
affiliation not provided to SSRN
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Posted:
10 Sep 99
 

19.  
Lattice Models for Pricing American Interest Rate Claims | Show Abstract |
JOURNAL OF FINANCE, Vol 50 No 2, June 1995
Accepted Paper Series
Li, Anlong
Portunes LLC
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Sankarasubramanian, L.
affiliation not provided to SSRN
Posted:
20 Dec 98
 

20.  
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Sankarasubramanian, L.
affiliation not provided to SSRN
Posted:
22 Aug 98
 

21.  
On Pricing Barrier Options | Show Abstract |
THE J. OF DERIVATIVES, Vol. 3 No. 2, Winter 1995
Accepted Paper Series
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Posted:
13 Jul 98
 

22.  
Bliss, Robert R.
Wake Forest University - Schools of Business
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Posted:
28 Jun 98
 


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