Faculty – Peter Ritchken

PeterRitchken - Professor, Banking and Finance
Professor, Banking and Finance

Peter B. Lewis Building 372
Office Hours: By Appointment Only

What determines prices and volatility in capital markets? How do firms manage market risk, interest rate risk, credit risk and operational risk? Why should firms use derivatives? These kinds of questions are at the heart of Peter Ritchken’s studies and teaching. In his search for answers, his work includes asset pricing models, pricing interest rate and credit derivatives, modeling volatility, and studying banking regulation.

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PhD, Case Western Reserve University, 1981
MS, University of Cape Town, 1977
BS, University of Cape Town, 1974
BS, University of Cape Town, 1973

Initially Appointed: 1981

Interests and Courses


Fixed Income and Term Structure Models; Risk Management in Financial Markets; Contingent Claims Valuation; Real Options; Risk Management in Supply Chains; Credit Risk management, Capital Structture


Risk Management; Derivatives; Fixed Income, Mortgage and Credit Markets; Mathematical Finance; Investment Management; Real Options; Quantitative Finance.

Recent Courses and Syllabi

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Selected Publications

Academic and Professional Activities