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~isPartOf:"Applied mathematical finance"
~isPartOf:"International journal of theoretical and applied finance : IJTAF"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Review of futures markets"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Bascou, Pierre"
~person:"Crouhy, Michel"
~person:"Heath, David C."
~person:"Jarrow, Robert A."
~person:"Santomero, Anthony M."
~source:"econis"
~subject:"Asset-liability management"
~subject:"Börsenkurs"
~subject:"Collateral"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Statistik"
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Asset-liability management
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Theorie
16
Credit risk
4
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Bascou, Pierre
Crouhy, Michel
Heath, David C.
Jarrow, Robert A.
Santomero, Anthony M.
Faff, Robert W.
11
Berger, Allen N.
10
Saunders, Anthony
10
Atkinson, Colin
9
Fiordelisi, Franco
8
Molyneux, Philip
8
Sarkar, Sudipto
8
Shackleton, Mark B.
8
Branger, Nicole
7
Cartea, Álvaro
7
Duan, Jin-Chuan
7
Fabozzi, Frank J.
7
Forsyth, Peter A.
7
Hasan, Iftekhar
7
Levy, Haim
7
Moshirian, Fariborz
7
Prisman, Eliezer Zeev
7
Prokopczuk, Marcel
7
Sercu, Piet
7
Slovin, Myron B.
7
Tian, Yisong Sam
7
Chang, Eric Chieh
6
Frijns, Bart
6
Löffler, Gunter
6
Satchell, Stephen
6
Tarazi, Amine
6
Vorst, Ton
6
Allen, Linda
5
Altman, Edward I.
5
Avellaneda, Marco
5
Cakici, Nusret
5
Chou, Robin K.
5
Christiansen, Charlotte
5
Chung, Kee H.
5
Dahl, Drew
5
Datta, Sudip
5
Dermine, Jean
5
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5
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Applied mathematical finance
International journal of theoretical and applied finance : IJTAF
Journal of banking & finance
Review of futures markets
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Review of derivatives research
12
The journal of finance : the journal of the American Finance Association
7
Finance research letters
6
International journal of theoretical and applied finance
6
Mathematics and financial economics
6
The quarterly journal of finance
6
Annual review of financial economics
5
Journal of financial and quantitative analysis : JFQA
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The review of financial studies
4
Advances in futures and options research : a research annual
3
Finance and stochastics
3
The journal of fixed income
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of finance
2
Business review / Federal Reserve Bank of Philadelphia
2
Essays in financial economics in memory of Irwin Friend
2
Financial markets, institutions & instruments
2
Journal of financial services research : JFSR
2
Journal of money, credit and banking : JMCB
2
Journal of risk
2
Proceedings of the first annual European Futures Research Symposium
2
Quantitative finance
2
The journal of portfolio management : a publication of Institutional Investor
2
Agricultural finance review
1
Banking 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
Ekonomia : the journal of the Cyprus Economic Society
1
European economic review : EER
1
European finance review : the official journal of the European Finance Association
1
European financial management : the journal of the European Financial Management Association
1
Financial analysts' journal : FAJ
1
Financial engineering and the Japanese markets
1
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
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ECONIS (ZBW)
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1
Applying the local martingale theory of bubbles to cryptocurrencies
Choi, Soon Hyeok
;
Jarrow, Robert A.
- In:
International journal of theoretical and applied …
25
(
2022
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013371053
Saved in:
2
A leverage ratio rule for capital adequacy
Jarrow, Robert A.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 973-976
Persistent link: https://www.econbiz.de/10009708725
Saved in:
3
Large traders, hidden arbitrage, and complete markets
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2803-2820
Persistent link: https://www.econbiz.de/10003121053
Saved in:
4
Efficient option valuation using trees
Heath, David C.
;
Herzel, Stefano
- In:
Applied mathematical finance
9
(
2002
)
3
,
pp. 163-178
Persistent link: https://www.econbiz.de/10001718678
Saved in:
5
Information about bank risk in options prices
Swidler, Steven Mark
;
Wilcox, James A.
- In:
Journal of banking & finance
26
(
2002
)
5
,
pp. 1033-1057
Persistent link: https://www.econbiz.de/10001665099
Saved in:
6
What do financial intermediaries do?
Allen, Franklin
;
Santomero, Anthony M.
- In:
Journal of banking & finance
25
(
2001
)
2
,
pp. 271-294
Persistent link: https://www.econbiz.de/10001545294
Saved in:
7
A comparative analysis of current credit risk models
Crouhy, Michel
;
Galai, Dan
;
Mark, Robert
- In:
Journal of banking & finance
24
(
2000
)
1/2
,
pp. 59-117
Persistent link: https://www.econbiz.de/10001432944
Saved in:
8
The intersection of market and credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Journal of banking & finance
24
(
2000
)
1/2
,
pp. 271-299
Persistent link: https://www.econbiz.de/10001432993
Saved in:
9
Is there an optimal size for the financial sector?
Santomero, Anthony M.
;
Seater, John J.
- In:
Journal of banking & finance
24
(
2000
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10001482840
Saved in:
10
The arbitrage-free valuation and hedging of demand deposits and credit card loans
Jarrow, Robert A.
- In:
Journal of banking & finance
22
(
1998
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10001238390
Saved in:
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