PETER RITCHKEN

Peter Ritchken's current research interests are in pricing

interest rate claims, implementing stochastic volatility option

models, solving  real option problems, asset pricing, banking

regulation, and derivative contracts in supply chains. He has

written several textbooks on derivatives, has served on the

editorial board of a few journals and has published extensively

in the risk management and derivatives area. He has consulted

with large investment banks and brokerage firms, and has

conducted executive education programs in the US, Europe,

Asia and Australia. Professor Ritchken  teaches MBA classes

in Derivatives, Fixed Income and PhD classes in Quantitative

Finance.

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