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~isPartOf:"Annual review of financial economics"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Jarrow, Robert A."
~person:"Lucas, André"
~subject:"Credit risk"
~subject:"Theory"
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Jarrow, Robert A.
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Annual review of financial economics
International journal of theoretical and applied finance
Discussion paper / Tinbergen Institute
31
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6
Working paper series / European Central Bank
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
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