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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Jarrow, Robert A."
~source:"econis"
~subject:"Asset-Backed Securities"
~subject:"Kreditrisiko"
~subject:"Option pricing theory"
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Asset-Backed Securities
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Jarrow, Robert A.
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of fixed income
3
Credit risk models and management
2
Finance and stochastics
2
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
2
Annals of Applied Probability, Forthcoming
1
Annual review of financial economics
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
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
The credit market handbook : advanced modeling issues
1
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
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Working paper // Research program / School of Business, Queen's University
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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
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