Don R. Rich

affiliation not provided to SSRN

SCHOLARLY PAPERS

8

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

The Mismeasurement of Risk

Posted: 19 Oct 2002
Mark Kritzman and Don R. Rich
Windham Capital Management and affiliation not provided to SSRN

Abstract:

Loading...

2.

The Mathematical Foundations of Barrier Option-Pricing Theory

Posted: 03 May 2000
Don R. Rich
affiliation not provided to SSRN

Abstract:

Loading...

3.

The Valuation and Behavior of Black-Scholes Options Subject to Intertemporal Default Risk

Posted: 03 May 2000
Don R. Rich
affiliation not provided to SSRN

Abstract:

Loading...

4.

Derivatives and Partnership Exchange Funds: Bedfellows to Diversification and Tax Postponement

Posted: 26 Oct 1999
James N. Calvin and Don R. Rich
Deloitte & Touche, LLP and affiliation not provided to SSRN

Abstract:

Loading...

5.

The Valuation of Black-Scholes Options Subject to Intertemporal Default Risk

OFOR Working Paper Number 93-03
Posted: 02 Oct 1999
Don R. Rich
affiliation not provided to SSRN

Abstract:

Loading...

6.

Financial Contracting in the Presence of Multiple Indenture Provisions: An Option Pricing Framework

Posted: 20 Dec 1998
Don R. Rich and Remigijus Leipus
affiliation not provided to SSRN and affiliation not provided to SSRN

Abstract:

Loading...

7.

A Note on the Valuation and Hedging of Equity Swaps

THE J. OF FINANCIAL ENGINEERING, Vol. 4 No. 4, December 1995
Posted: 13 Jul 1998
Don R. Rich
affiliation not provided to SSRN

Abstract:

Loading...

8.

Risk Containment Strategies for Investors with Multivariate Utility Functions

Posted: 02 Jul 1998
Mark Kritzman, Jay Light and Don R. Rich
Windham Capital Management, Harvard Business School - Finance Unit and affiliation not provided to SSRN

Abstract:

Loading...