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Ritchken, Peter H.


 SSRN Author Rank: 6,221 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
4,533
Total
Citations
112
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
817
(17,482)
8

2.  
Jump Starting GARCH: Pricing and Hedging Options With Jumps in Returns and Volatilities | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of Cleveland Working Paper No. 06-19, AFA 2004 San Diego Meetings
Number of Pages in PDF File: 45
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
640
(24,704)
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
566
(29,311)
5

4.  
Monitoring and Controlling Bank Risk: Does Risky Debt Help? | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2004 San Diego Meetings; FRB of Cleveland Working Paper No. 0301
Number of Pages in PDF File: 44
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
523
(32,583)
20

5.  
Krishnan, C. N. V.
Case Western Reserve University - Department of Banking & Finance
Petkova, Ralitsa
Case Western Reserve University - Department of Banking & Finance
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Posted:
07 Nov 07
Last Revised:
03 Nov 08
461
(38,352)
7

6.  
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
444
(40,223)
2

7.   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
343
(55,134)
11

8.   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
(58,136)
24

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
190
(103,601)
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
(149,823)
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
71
(217,136)
 

12.  
Approximating Garch-Jump Models, Jump-Diffusion Processes, and Option Pricing | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 16, No. 1, pp. 21-52, January 2006
Number of Pages in PDF File: 32
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
(328,537)
13

13.  
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
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.  
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.  
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.  
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
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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