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~isPartOf:"Annual review of financial economics"
~isPartOf:"Credit risk models and management"
~isPartOf:"Review of derivatives research"
~person:"Jarrow, Robert A."
~subject:"Credit risk"
~subject:"Portfolio-Management"
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Annual review of financial economics
Credit risk models and management
Review of derivatives research
The journal of fixed income
3
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Annals of Applied Probability, Forthcoming
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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Mathematics of operations research
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Review of finance : journal of the European Finance Association
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The credit market handbook : advanced modeling issues
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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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The review of financial studies
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Working paper // Research program / School of Business, Queen's University
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Distressed debt prices and recovery rate estimation
Guo, Xin
;
Jarrow, Robert A.
;
Lin, Haizhi
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 171-204
Persistent link: https://www.econbiz.de/10003835030
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2
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:
3
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:
4
Pricing derivatives on financial securities subject to credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Credit risk models and management
,
(pp. 333-374)
.
2004
Persistent link: https://www.econbiz.de/10002432611
Saved in:
5
Practical usage of credit risk models in loan portfolio and counterparty exposure management: an update
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Credit risk models and management
,
(pp. 573-597)
.
2004
Persistent link: https://www.econbiz.de/10002433486
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