//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Biographie"
type_genre:"Sammelwerk"
~isPartOf:"Review of derivatives research"
~person:"Jarrow, Robert A."
~subject:"Experiment"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Übersichtsarbeit"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Experiment
Theory
Theorie
10
Option pricing theory
3
Optionspreistheorie
3
Black-Scholes model
2
Black-Scholes-Modell
2
Derivat
2
Derivative
2
Yield curve
2
Zinsstruktur
2
Arbitrage
1
Arbitrage-free models
1
Asymmetric information
1
Asymmetrische Information
1
Bank failure
1
Bank risk
1
Bankenkrise
1
Banking crisis
1
Bankinsolvenz
1
Bankrisiko
1
Basel Accord
1
Basler Akkord
1
Bid-ask spread
1
Bubbles
1
CAPM
1
Capital income
1
Capital structure
1
Catastrophic failure
1
Commodity derivative
1
Credit risk
1
Erwartungsbildung
1
Exchange rate
1
Expectation formation
1
Financial crisis
1
Finanzkrise
1
Firm value
1
Floating rate loans
1
Foreign currencies
1
Futures
1
Geld-Brief-Spanne
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Biographie
Sammelwerk
Aufsatz in Zeitschrift
Übersichtsarbeit
Article in journal
10
Language
All
English
10
Author
All
Jarrow, Robert A.
Ritchken, Peter H.
4
Pelsser, Antoon André Jean
3
Andersen, Leif B. G.
2
Cherian, Joseph A.
2
Das, Sanjiv R.
2
Fengler, Matthias R.
2
Handley, John C.
2
Ingersoll, Jonathan E.
2
Kijima, Masaaki
2
Lando, David
2
Schwartz, Eduardo S.
2
Albeverio, Sergio
1
Amzelek, Philippe
1
Andreasen, Jesper Fredborg
1
Antonelli, Fabio
1
Benninga, Simon
1
Bizid, Abdelhamid
1
Blenman, Lloyd P.
1
Bonnaud, Joe
1
Bossy, Mireille
1
Brenner, Menachem
1
Burnetas, Apostolos N.
1
Busch, Thomas
1
Carr, Peter
1
Cassano, Mark A.
1
Chang, Lung-fu
1
Chen, Ren-Raw
1
Chiu, Wan-Yi
1
Christensen, Peter Ove
1
Chuang, Iyuan
1
Chung, San-Lin
1
Clark, Steven P.
1
Claußen, Arndt
1
Clewlow, Les
1
Coleman, T. F.
1
Cortazar, Gonzalo
1
Câmara, António
1
Dahlgren, M.
1
Dengler, Heike
1
more ...
less ...
Published in...
All
Review of derivatives research
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Finance research letters
6
Mathematics and financial economics
6
The quarterly journal of finance
6
Journal of financial and quantitative analysis : JFQA
5
Annual review of financial economics
4
Journal of banking & finance
4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
Finance and stochastics
3
International journal of theoretical and applied finance
3
Quantitative finance
3
Annals of finance
2
Journal of risk
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in futures and options research : a research annual
1
Agricultural finance review
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European finance review : the official journal of the European Finance Association
1
Financial analysts' journal : FAJ
1
Handbooks in operations research and management science
1
International journal of theoretical and applied finance : IJTAF
1
Journal of econometrics
1
Journal of economic surveys
1
Journal of financial economics
1
Journal of financial markets
1
Journal of financial services research : JFSR
1
Journal of financial stability
1
Journal of international money and finance
1
Journal of risk management in financial institutions
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics of operations research
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Review of futures markets
1
Review of quantitative finance and accounting
1
The Quarterly Journal of Finance : QJF
1
The journal of business : B
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Interest rate swaps : a comparison of compounded daily versus discrete reference rates
Jarrow, Robert A.
;
Li, Siguang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014266351
Saved in:
2
An empirical investigation of large trader market manipulation in derivatives markets
Jarrow, Robert A.
;
Fung, Scott
;
Tsai, Shih-Chuan
- In:
Review of derivatives research
21
(
2018
)
3
,
pp. 331-374
Persistent link: https://www.econbiz.de/10012055746
Saved in:
3
The impact of quantitative easing on the US term structure of interest rates
Jarrow, Robert A.
;
Li, Hao
- In:
Review of derivatives research
17
(
2014
)
3
,
pp. 287-321
Persistent link: https://www.econbiz.de/10011293077
Saved in:
4
Capital adequacy rules, catastrophic firm failure, and systemic risk
Jarrow, Robert A.
- In:
Review of derivatives research
16
(
2013
)
3
,
pp. 219-231
Persistent link: https://www.econbiz.de/10010222969
Saved in:
5
Foreign currency bubbles
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 67-83
Persistent link: https://www.econbiz.de/10009272490
Saved in:
6
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:
7
The valuation of a firm's investment opportunities : a reduced form credit risk perspective
Jarrow, Robert A.
;
Purnanandam, Amiyatosh
- In:
Review of derivatives research
10
(
2007
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10003705843
Saved in:
8
A model of the convenience yields in on-the-run treasuries
Cherian, Joseph A.
;
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 79-97
Persistent link: https://www.econbiz.de/10003153974
Saved in:
9
Options markets, self-fulfilling prophecies, and implied volatilities
Cherian, Joseph A.
- In:
Review of derivatives research
2
(
1998
)
1
,
pp. 5-37
Persistent link: https://www.econbiz.de/10001250192
Saved in:
10
Option pricing using a binomial model with random time steps (a formal model of gamma hedging)
Dengler, Heike
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 107-138
Persistent link: https://www.econbiz.de/10001218120
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->