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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Hull, John"
~person:"Jarrow, Robert A."
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Hull, John
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International journal of theoretical and applied finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
Johnson School Research Paper Series
8
Journal of financial and quantitative analysis : JFQA
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
A dysfunctional role of high frequency trading in electronic markets
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009624489
Saved in:
2
Ratings
arbitrage
and structured products
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 80-86
Persistent link: https://www.econbiz.de/10009671705
Saved in:
3
Bubbles and multiple-factor asset pricing models
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
Saved in:
4
Valuing credit derivatives using an implied copula approach
Hull, John
;
White, Alan D.
- In:
The journal of derivatives : the official publication …
14
(
2006
)
2
,
pp. 8-28
Persistent link: https://www.econbiz.de/10003400047
Saved in:
5
An empirical analysis of the Jarrow-van Deventer model for valuing non-maturity demand deposits
Janosi, Tibor
;
Jarrow, Robert A.
;
Zullo, Ferdinando
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 8-31
Persistent link: https://www.econbiz.de/10001432461
Saved in:
6
Using Hull-White interest rate trees
Hull, John
- In:
The journal of derivatives : the official publication …
3
(
1996
)
3
,
pp. 26-36
Persistent link: https://www.econbiz.de/10001202807
Saved in:
7
A CAPM with trading constraints and price bubbles
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011787473
Saved in:
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