Narrow search
Showing 1 - 5 of 5
Cover Image
Asymmetric dynamics between informed trading activity and credit default swaps
Hu, Wen-Cheng; Huang, Alex - In: The journal of derivatives : the official publication … 26 (2018) 2, pp. 70-85
Persistent link: https://www.econbiz.de/10011968700
Cover Image
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
Cover Image
The subprime credit crisis of 2007
Crouhy, Michel; Jarrow, Robert A.; Turnbull, Stuart M. - In: The journal of derivatives : the official publication … 16 (2008/09) 1, pp. 81-110
Persistent link: https://www.econbiz.de/10003771466
Cover Image
Credit risk models
Jarrow, Robert A. - In: Annual review of financial economics 1 (2009), pp. 37-68
Persistent link: https://www.econbiz.de/10003924491
Cover Image
Forecasting default in the face of uncertainty
Giesecke, Kay; Goldberg, Lisa - In: The journal of derivatives : the official publication … 12 (2004) 1, pp. 11-25
Persistent link: https://www.econbiz.de/10002210953