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~language:"eng"
~person:"Jarrow, Robert A."
~source:"econis"
~subject:"Insolvency"
~subject:"Kreditrisiko"
~subject:"World"
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Insolvency
Kreditrisiko
World
Credit risk
32
Theorie
25
Theory
25
Derivat
8
Derivative
8
Swap
8
Insolvenz
5
Option pricing theory
5
Optionspreistheorie
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Jarrow, Robert A.
Ongena, Steven
100
Acharya, Viral V.
60
Lucas, André
58
Altman, Edward I.
51
Peydró, José-Luis
50
Agarwal, Sumit
46
Rösch, Daniel
44
Koopman, Siem Jan
43
Schuermann, Til
43
Gambacorta, Leonardo
40
Saunders, Anthony
40
Brigo, Damiano
39
Capponi, Agostino
38
Fabozzi, Frank J.
38
Giesecke, Kay
38
Hasan, Iftekhar
36
Schwaab, Bernd
35
Monfort, Alain
34
Scheule, Harald
34
Caporale, Guglielmo Maria
33
Gilchrist, Simon
33
Tang, Dragon Yongjun
32
Gouriéroux, Christian
31
Longstaff, Francis A.
31
Duffie, Darrell
30
Roesch, Daniel
30
Jiménez, Gabriel
29
Renne, Jean-Paul
29
Shin, Hyun Song
29
Allen, David E.
28
Jokivuolle, Esa
28
Subrahmanyam, Marti G.
28
Tarashev, Nikola A.
28
Berger, Allen N.
27
Mayordomo, Sergio
27
Memmel, Christoph
27
Santos, João A. C.
27
He, Zhiguo
26
Chan-Lau, Jorge A.
25
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The journal of fixed income
3
Credit risk models and management
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 and stochastics
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 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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1
The economic foundations of risk management : theory, practice, and applications
Jarrow, Robert A.
-
2017
Persistent link: https://www.econbiz.de/10011569703
Saved in:
2
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
Saved in:
3
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:
4
Financial derivatives pricing : selected works of Robert Jarrow
Jarrow, Robert A.
-
2008
Persistent link: https://www.econbiz.de/10003765886
Saved in:
5
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
Saved in:
6
Estimating default probabilities implicit in equity prices
Janosi, Tibor
;
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The credit market handbook : advanced modeling issues
,
(pp. 1-38)
.
2006
Persistent link: https://www.econbiz.de/10003338037
Saved in:
7
Distressed debt prices and recovery rate estimation
Guo, Xin
;
Jarrow, Robert A.
;
Lin, Haizhi
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 171-204
Persistent link: https://www.econbiz.de/10003835030
Saved in:
8
Modeling the recovery rate in a reduced form model
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 73-97
Persistent link: https://www.econbiz.de/10003818346
Saved in:
9
Credit risk models with incomplete information
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematics of operations research
34
(
2009
)
2
,
pp. 320-332
Persistent link: https://www.econbiz.de/10003870282
Saved in:
10
Information reduction via level crossings in a credit risk model
Jarrow, Robert A.
;
Protter, Philip E.
;
Sezer, A. Deniz
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 195-212
Persistent link: https://www.econbiz.de/10003439757
Saved in:
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