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~isPartOf:"The journal of fixed income"
~person:"He, Zhiguo"
~person:"Jarrow, Robert A."
~person:"Ongena, Steven"
~source:"econis"
~subject:"Kreditrisiko"
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Kreditrisiko
Credit risk
3
Credit derivative
2
Insolvency
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Insolvenz
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Kreditderivat
2
Bewertung
1
Collateral
1
Correlation
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Estimation
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Evaluation
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Induktive Statistik
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Kreditsicherung
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Probability theory
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Statistical inference
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He, Zhiguo
Jarrow, Robert A.
Ongena, Steven
Cantor, Richard
6
Wu, Chunchi
4
Das, Sanjiv R.
3
Fabozzi, Frank J.
3
Liu, Sheen
3
Benzschawel, Terry
2
Blanc-Brude, Frédéric
2
Cathcart, Lara
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Chen, Ren-Raw
2
Chiluveru, Sudhir
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2
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2
Goodman, Laurie Sharon
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Hasan, Majid
2
Hayre, Lakhbir
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Hu, Jian
2
Jahel, Lina el
2
Kuo, Cheng-kun
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Lee, Chih-Wei
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Nippani, Srinivas
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The journal of fixed income
Research paper series / Swiss Finance Institute
21
Swiss Finance Institute Research Paper
11
Discussion papers / CEPR
10
NBER working paper series
7
NBER Working Paper
6
Working paper series / European Central Bank
6
Journal of banking & finance
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Working paper / National Bureau of Economic Research, Inc.
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Discussion paper
4
Working papers / Bank for International Settlements
4
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
4
Discussion paper / Center for Economic Research, Tilburg University
3
ECB Working Paper
3
Journal of financial intermediation
3
Review of finance : journal of the European Finance Association
3
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
BIS Working Paper
2
Credit risk models and management
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of financial economics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
2
Temi di discussione / Banca d'Italia
2
The American economic review
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Annals of Applied Probability, Forthcoming
1
Annual review of financial economics
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BOFIT discussion papers
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CESifo working papers
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Chicago Booth Research Paper
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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Finance and stochastics
1
Finance research letters
1
Financial markets, institutions & instruments
1
Finanzmarktstabilitätsbericht
1
Future of banking
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
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2
Synthetic CDO equity : short or long correlation risk?
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 31-41
Persistent link: https://www.econbiz.de/10003729808
Saved in:
3
credit default
swap
Jarrow, Robert A.
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
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