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~isPartOf:"Credit risk models and management"
~person:"Jarrow, Robert A."
~person:"Lucas, André"
~person:"Ongena, Steven"
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Credit risk
Kreditrisiko
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Jarrow, Robert A.
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Credit risk models and management
Discussion paper / Tinbergen Institute
31
Research paper series / Swiss Finance Institute
21
Working paper series / European Central Bank
12
Swiss Finance Institute Research Paper
11
Discussion papers / CEPR
10
Journal of banking & finance
9
Working papers / Bank for International Settlements
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Discussion paper
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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Discussion paper / Center for Economic Research, Tilburg University
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ECB Working Paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial intermediation
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Review of finance : journal of the European Finance Association
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The journal of fixed income
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BIS Working Paper
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Journal of applied econometrics
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Journal of empirical finance
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Journal of financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of derivatives research
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Sveriges Riksbank working paper series
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Temi di discussione / Banca d'Italia
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The journal of finance : the journal of the American Finance Association
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Annals of Applied Probability, Forthcoming
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Annual review of financial economics
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Applied mathematical finance
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BOFIT discussion papers
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CESifo working papers
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CFS working paper series
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DNB working paper
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Discussion paper / Centre for Economic Policy Research
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
European Banking Center Discussion Paper
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Finance and stochastics
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Finance research letters
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Financial markets, institutions & instruments
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Finanzmarktstabilitätsbericht
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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
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2
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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