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An empirical analysis of the Jarrow-van Deventer model for valuing non-maturity demand deposits
Janosi, Tibor; Jarrow, Robert A.; Zullo, Ferdinando - In: The journal of derivatives : the official publication … 7 (1999) 1, pp. 8-31
Persistent link: https://www.econbiz.de/10001432461
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Estimating expected losses and liquidity discounts implicit in debt prices
Janosi, Tibor; Jarrow, Robert A.; Yildirim, Yildiray - In: Innovations in risk management : seminal papers from …, (pp. 457-507). 2004
Persistent link: https://www.econbiz.de/10002600556
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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
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An Empirical Analysis of the Jarrow-van Deventer Model for Valuing Non-Maturity Demand Deposits
Janosi, Tibor; Jarrow, Robert; Zullo, Ferdinando - In: The journal of derivatives : the official publication … 7 (1999) 1, pp. 8-31
Persistent link: https://www.econbiz.de/10005965390