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~isPartOf:"The journal of fixed income"
~person:"Jarrow, Robert A."
~person:"Jokivuolle, Esa"
~source:"econis"
~subject:"Kreditrisiko"
~subject:"World"
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Jarrow, Robert A.
Jokivuolle, Esa
Cantor, Richard
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Wu, Chunchi
4
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The journal of fixed income
Bank of Finland research discussion papers
11
Bank of Finland Research Discussion Paper
6
Journal of banking & finance
3
Credit risk models and management
2
Journal of financial services research : JFSR
2
Journal of financial stability
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
Discussion paper / Faculty of Social Sciences, Department of Economics, University of Helsinki
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
Finance and stochastics
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Finance research letters
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Financial supervision in an uncertain world : papers of an international conference organised by CEPR/European Summer Institute on 25-26 September 2009 at Venice International University, Italy
1
International journal of theoretical and applied finance
1
Journal of empirical finance
1
Journal of financial engineering
1
Journal of financial intermediation
1
Journal of risk
1
Journal of risk management in financial institutions
1
Mathematics of operations research
1
SUERF conference proceedings
1
The credit market handbook : advanced modeling issues
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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
1
Working paper // Research program / School of Business, Queen's University
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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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