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~isPartOf:"International journal of theoretical and applied finance"
~person:"Jarrow, Robert A."
~source:"econis"
~subject:"CDOs"
~subject:"Theory"
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Jarrow, Robert A.
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International journal of theoretical and applied finance
Annual review of financial economics
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Journal of banking & finance
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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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Annals of Applied Probability, Forthcoming
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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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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