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~person:"Jarrow, Robert A."
~person:"Kraft, Holger"
~source:"econis"
~subject:"Asset-backed securities"
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Asset-backed securities
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Jarrow, Robert A.
Kraft, Holger
Acharya, Viral V.
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International journal of theoretical and applied finance
1
Journal of risk management in financial institutions
1
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ECONIS (ZBW)
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Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
Saved in:
2
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
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