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subject:"Portfolio selection"
~person:"Jarrow, Robert A."
~person:"Whaley, Robert E."
~subject:"ABS"
~subject:"Option pricing theory"
~subject:"USA"
~type_genre:"Article in journal"
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Search: subject_exact:"Derivative"
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Portfolio selection
ABS
Option pricing theory
USA
Derivat
37
Derivative
37
Theorie
19
Theory
19
United States
14
CAPM
6
Optionspreistheorie
6
Börsenkurs
5
Share price
5
Arbitrage
4
Bubbles
4
Spekulationsblase
4
Hedging
3
Bid-ask spread
2
Black-Scholes model
2
Black-Scholes-Modell
2
Capital income
2
Collateral
2
Commodity derivative
2
Credit risk
2
Electronic trading
2
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2
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Martingal
2
Martingale
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22
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Article in journal
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22
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English
22
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Jarrow, Robert A.
Whaley, Robert E.
Wang, Xingchun
15
Benth, Fred Espen
13
Escobar, Marcos
11
Fabozzi, Frank J.
11
Moser, James T.
10
Barone-Adesi, Giovanni
9
Carr, Peter
9
Lien, Da-hsiang Donald
9
Edwards, Franklin R.
8
Gouriéroux, Christian
8
Kolb, Robert W.
8
Platen, Eckhard
8
Bessembinder, Hendrik
7
Brooks, Robert
7
Cui, Zhenyu
7
Locke, Peter R.
7
Madan, Dilip B.
7
Račev, Svetlozar T.
7
Schoutens, Wim
7
Shastri, Kuldeep
7
Siu, Tak Kuen
7
Zagst, Rudi
7
Brigo, Damiano
6
Chiarella, Carl
6
Kupiec, Paul H.
6
Kwok, Yue-Kuen
6
Ryu, Doojin
6
Sabino, Piergiacomo
6
Tunaru, Radu
6
Wang, George H. K.
6
Wilson, William W.
6
Alghalith, Moawia
5
Balbás de la Corte, Alejandro
5
Branger, Nicole
5
Brorsen, B. Wade
5
Chance, Don M.
5
Chen, Son-nan
5
Elliott, Robert J.
5
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The journal of finance : the journal of the American Finance Association
5
Advances in futures and options research : a research annual
2
The journal of futures markets
2
Annual review of financial economics
1
Financial analysts' journal : FAJ
1
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
1
International journal of theoretical and applied finance
1
Journal of economic surveys
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of financial education
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of derivatives research
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
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ECONIS (ZBW)
22
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1
The economics of insurance : a derivatives-based approach
Jarrow, Robert A.
- In:
Annual review of financial economics
13
(
2021
),
pp. 79-110
Persistent link: https://www.econbiz.de/10012612499
Saved in:
2
Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin
;
Jarrow, Robert A.
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
Saved in:
3
Asset price bubbles and risk management
Jarrow, Robert A.
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10011847429
Saved in:
4
Futures market volatility : what has changed?
Bollen, Nicolas P. B.
;
Whaley, Robert E.
- In:
The journal of futures markets
35
(
2015
)
5
,
pp. 426-454
Persistent link: https://www.econbiz.de/10011405386
Saved in:
5
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
Saved in:
6
The dangers of calibration and hedging the Greeks in option pricing
Chatterjea, Arkadev
;
Jarrow, Robert A.
- In:
Journal of financial education
38
(
2012
)
1/2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009615610
Saved in:
7
Convenience yields
Jarrow, Robert A.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 25-43
Persistent link: https://www.econbiz.de/10008695502
Saved in:
8
Optimal contract design : for whom?
Bollen, Nicolas P. B.
;
Smith, Tom
;
Whaley, Robert E.
- In:
The journal of futures markets
23
(
2002
)
8
,
pp. 719-750
Persistent link: https://www.econbiz.de/10001780618
Saved in:
9
Pricing treasury inflation protected securities and related derivatives using an HJM model
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001766868
Saved in:
10
An integrated approach to the hedging and pricing of Eurodollar derivatives
Jarrow, Robert A.
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
2
,
pp. 271-299
Persistent link: https://www.econbiz.de/10001227995
Saved in:
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