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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Gatarek, Dariusz"
~person:"Jarrow, Robert A."
~source:"econis"
~subject:"Bond"
~subject:"Kreditrisiko"
~subject:"Yield curve"
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Gatarek, Dariusz
Jarrow, Robert A.
Kupiec, Paul H.
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The journal of fixed income
3
Annual review of financial economics
2
Credit risk models and management
2
Journal of banking & finance
2
NBP working paper
2
Review of derivatives research
2
Annals of Applied Probability, Forthcoming
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
Finance and stochastics
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Finance research letters
1
International journal of theoretical and applied finance
1
Journal of empirical finance
1
Journal of financial engineering
1
Journal of financial services research : JFSR
1
Journal of risk management in financial institutions
1
Mathematics of operations research
1
NBP Working Paper
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National bank of Poland Working Paper
1
Review of finance : journal of the European Finance Association
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The credit market handbook : advanced modeling issues
1
The journal of credit risk : published quarterly by Incisive Media
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of financial studies
1
Working paper // Research program / School of Business, Queen's University
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ECONIS (ZBW)
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The subprime credit crisis of 2007
Crouhy, Michel
;
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 81-110
Persistent link: https://www.econbiz.de/10003771466
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A simple model of correlated defaults with application to repo portfolios
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 8-23
Persistent link: https://www.econbiz.de/10011404518
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