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~isPartOf:"Finance and stochastics"
~person:"Jarrow, Robert A."
~source:"econis"
~subject:"Asset-Backed Securities"
~subject:"Kreditrisiko"
~subject:"Option pricing theory"
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Asset-Backed Securities
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Option pricing theory
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Jarrow, Robert A.
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Finance and stochastics
The journal of fixed income
3
Credit risk models and management
2
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
2
Annals of Applied Probability, Forthcoming
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Annual review of financial economics
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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Finance research letters
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International journal of theoretical and applied finance
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Journal of empirical finance
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Journal of financial engineering
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Journal of financial services research : JFSR
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Journal of risk management in financial institutions
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Mathematics of operations research
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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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Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert A.
;
Kchia, Younes
;
Larsson, Martin
; …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10009730815
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2
Information reduction via level crossings in a credit risk model
Jarrow, Robert A.
;
Protter, Philip E.
;
Sezer, A. Deniz
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 195-212
Persistent link: https://www.econbiz.de/10003439757
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