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~isPartOf:"International journal of theoretical and applied finance"
~person:"Jarrow, Robert A."
~source:"econis"
~subject:"Bond"
~subject:"Kreditrisiko"
~subject:"Risikomaß"
~subject:"Yield curve"
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Jarrow, Robert A.
Brigo, Damiano
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International journal of theoretical and applied finance
The journal of fixed income
3
Annual review of financial economics
2
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
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Annals of Applied Probability, Forthcoming
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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Finance and stochastics
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Finance research letters
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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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Review of finance : journal of the European Finance Association
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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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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
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