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~isPartOf:"The journal of fixed income"
~person:"Jarrow, Robert A."
~source:"econis"
~subject:"Bond"
~subject:"Kreditrisiko"
~subject:"Yield curve"
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The journal of fixed income
Annual review of financial economics
2
Credit risk models and management
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Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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Mathematics of operations research
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Review of finance : journal of the European Finance Association
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The credit market handbook : advanced modeling issues
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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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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