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~isPartOf:"Review of derivatives research"
~person:"Acharya, Viral V."
~person:"Jarrow, Robert A."
~person:"Monfort, Alain"
~subject:"Asset-backed securities"
~subject:"Credit risk"
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Acharya, Viral V.
Jarrow, Robert A.
Monfort, Alain
Wang, Xingchun
4
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Review of derivatives research
Discussion paper / Centre for Economic Policy Research
6
IFA working paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Discussion papers / CEPR
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Documents de travail / Banque de France
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Annual review of financial economics
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Credit risk models and management
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of finance : journal of the European Finance Association
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Distressed debt prices and recovery rate estimation
Guo, Xin
;
Jarrow, Robert A.
;
Lin, Haizhi
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 171-204
Persistent link: https://www.econbiz.de/10003835030
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The valuation of a firm's investment opportunities : a reduced form credit risk perspective
Jarrow, Robert A.
;
Purnanandam, Amiyatosh
- In:
Review of derivatives research
10
(
2007
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10003705843
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