Peter Ritchken is the Kenneth Walter Haber Professor of Finance in the Weatherhead School of Management. He has written several text books on derivatives, is on the editorial board of a few journals and has published extensively in the derivatives area. He consults with large investment banks and brokerage firms, and has conducted executive education programs in the U.S., Europe, Asia and Australia. His current research interests are in the pricing interest rate claims, implementing scholastic volatility option models, solving real problems, in banking regulation issues. Peter received his PhD in Operations Research from Case Western Reserve University. For more details of his published and working papers, as well as his teaching notes, visit his website at http://faculty.weatherhead.case.edu/ritchken/.
What drives prices in the capital market? How do investors update assessment of corporate bond prices over time? These kinds of questions are at the heart of Peter’s studies and teaching. In his search answers, his work includes asset pricing models, pricing interest rate and credit derivatives, modeling volatility, and studying banking regulation.
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