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
~isPartOf:"Annual review of financial economics"
~isPartOf:"Applied mathematical finance"
~person:"Jarrow, Robert A."
~person:"Lucas, André"
~subject:"Credit risk"
~subject:"Theory"
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
Worst-Case Analysen des Ausfal...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Theory
Theorie
3
Kreditrisiko
2
Anleihe
1
Bond
1
Bond market
1
Derivat
1
Derivative
1
Financial economics
1
HJM model
1
Index-linked bond
1
Indexanleihe
1
Indexation
1
Indexbindung
1
Inflation
1
Inflation expectations
1
Inflation rate
1
Inflationserwartung
1
Inflationsrate
1
Interest rate derivative
1
Kapitalmarkttheorie
1
Modellierung
1
Portfolio selection
1
Portfolio-Management
1
Rentenmarkt
1
Scientific modelling
1
Swap
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
1
break-even inflation rate
1
inflation derivatives
1
inflation swaps
1
inflation-indexed bonds
1
term structure of interest rates
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Systematic review
1
Übersichtsarbeit
1
Language
All
English
3
Author
All
Jarrow, Robert A.
Lucas, André
Sircar, Kaushik Ronnie
3
Rutkowski, Marek
2
Steffen, Sascha
2
Acharya, Viral V.
1
Aguilar, Jean-Philippe
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Antes, S.
1
Augustin, Patrick
1
Bakshi, Gurdip S.
1
Baldeaux, Jan
1
Ballestra, Luca Vincenzo
1
Becherer, Dirk
1
Bee, Marco
1
Berg, Tobias
1
Bluhm, Christian
1
Cherubini, Umberto
1
Chiu, Chun-Yuan
1
Choong, Lilly
1
Chung, San-lin
1
Colla, Paolo
1
Crosignani, Matteo
1
D'Amico, Guglielmo
1
DellaLunga, Giovanni
1
Dempster, Michael A. H.
1
Diop, Sidy
1
Eberlein, Ernst
1
Eisert, Tim
1
Elliott, Robert J.
1
Fouque, Jean-Pierre
1
Francesco, Marco Di
1
Gao, Xiaohui
1
Goard, Joanna
1
Grasselli, M. R.
1
Grasselli, Matheus R.
1
Gómez, Cesar
1
Henrard, Marc
1
Hoek, John van der
1
Hotchkiss, Edith
1
more ...
less ...
Published in...
All
Annual review of financial economics
Applied mathematical finance
Discussion paper / Tinbergen Institute
31
Journal of banking & finance
6
Working paper series / European Central Bank
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Review of derivatives research
3
The journal of fixed income
3
Credit risk models and management
2
Journal of applied econometrics
2
Journal of empirical finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Annals of Applied Probability, Forthcoming
1
CFS working paper series
1
DNB working paper
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
Finance and stochastics
1
Finance research letters
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
Johnson School Research Paper Series
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial engineering
1
Journal of financial services research : JFSR
1
Journal of forecasting
1
Journal of monetary economics
1
Journal of risk management in financial institutions
1
Mathematics of operations research
1
Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie
1
Sveriges Riksbank working paper series
1
The credit market handbook : advanced modeling issues
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of economics and statistics
1
The review of financial studies
1
Working paper // Research program / School of Business, Queen's University
1
Working papers / Bank for International Settlements
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
2
Credit risk models
Jarrow, Robert A.
- In:
Annual review of financial economics
1
(
2009
),
pp. 37-68
Persistent link: https://www.econbiz.de/10003924491
Saved in:
3
Tail behaviour of credit loss distributions for general latent factor models
Lucas, André
;
Klaassen, Pieter
;
Spreij, Peter
; …
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 337-357
Persistent link: https://www.econbiz.de/10001864390
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
