//--> //--> //-->
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:"International journal of theoretical and applied finance"
~person:"Jarrow, Robert A."
~subject:"Derivative"
~subject:"Kreditsicherung"
~subject:"Risk measure"
~subject:"Zinsstruktur"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Derivative
Kreditsicherung
Risk measure
Zinsstruktur
Theorie
3
Theory
3
Credit risk
2
Derivat
2
Kreditrisiko
2
ABS
1
Anleihe
1
Asset-Backed Securities
1
Asset-backed securities
1
Bond
1
Bond market
1
CDOs
1
Collateral
1
Conditional Central Limit Theorem
1
Credit derivative
1
Credit derivatives
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
Kreditderivat
1
Modellierung
1
Rentenmarkt
1
Scientific modelling
1
Swap
1
Time series analysis
1
Yield curve
1
Zeitreihenanalyse
1
Zinsderivat
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Jarrow, Robert A.
Rutkowski, Marek
5
Brigo, Damiano
4
Bielecki, Tomasz R.
3
Jeanblanc, Monique
3
Schmidt, Thorsten
3
Cialenco, Igor
2
Crépey, S.
2
Crépey, Stéphane
2
Hainaut, Donatien
2
Kwok, Yue-Kuen
2
Mai, Jan-Frederik
2
Nishihara, Michi
2
Pallavicini, Andrea
2
Papatheodorou, Vasileios
2
Shibata, Takashi
2
Walker, Michael B.
2
Albanese, Claudio
1
Almeida, Caio
1
Amini, Hamed
1
Anderluh, J. H. M.
1
Andersen, Leif B. G.
1
Astic, Fabian
1
Banerjee, Tamal
1
Baviera, Roberto
1
Biagini, Francesca
1
Bissiri, Matteo
1
Blaskowitz, Olilver
1
Buescu, Cristin
1
Capponi, Agostino
1
Capriotti, Luca
1
Carmona, René
1
Chege Maina, Samuel
1
Chen, An
1
Chiarella, Carl
1
Cogo, Riccardo
1
Cont, Rama
1
Dempster, Michael A. H.
1
Di Graziano, Giuseppe
1
Diener, Nicolas
1
more ...
less ...
Published in...
All
Annual review of financial economics
International journal of theoretical and applied finance
Credit risk models and management
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial services research : JFSR
1
Journal of risk management in financial institutions
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of finance : journal of the European Finance Association
1
The journal of fixed income
1
The review of financial studies
1
Working paper // Research program / School of Business, Queen's University
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
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
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->