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~isPartOf:"Journal of risk management in financial institutions"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Jarrow, Robert A."
~subject:"Börsenkurs"
~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:"Handbuch"
~type_genre:"Statistik"
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Börsenkurs
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Arbitrage
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Asset-Backed Securities
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Credit rating
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Jarrow, Robert A.
Neisen, Martin
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Schulte-Mattler, Hermann
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Ozdemir, Bogie
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Bouchet, Michel Henri
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Brigo, Damiano
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Brotcke, Liming
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Kalkbrener, Michael
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Miu, Peter
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Packham, Natalie
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Journal of risk management in financial institutions
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of derivatives research
10
Finance research letters
6
Mathematics and financial economics
6
The quarterly journal of finance
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Journal of financial and quantitative analysis : JFQA
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Annual review of financial economics
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International journal of theoretical and applied finance
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Journal of banking & finance
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
4
Finance and stochastics
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Annals of finance
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Journal of risk
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Quantitative finance
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The journal of fixed income
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The journal of portfolio management : a publication of Institutional Investor
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Advances in futures and options research : a research annual
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Agricultural finance review
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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European finance review : the official journal of the European Finance Association
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Financial analysts' journal : FAJ
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Handbooks in operations research and management science
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International journal of theoretical and applied finance : IJTAF
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of economic surveys
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Journal of financial economics
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Journal of financial markets
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Journal of financial services research : JFSR
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Journal of financial stability
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Journal of international money and finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematics of operations research
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
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