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~person:"Jarrow, Robert A."
~person:"Kraft, Holger"
~source:"econis"
~subject:"Zinsstruktur"
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Zinsstruktur
Credit risk
38
Kreditrisiko
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Theorie
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Theory
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Derivat
8
Derivative
8
Portfolio selection
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Jarrow, Robert A.
Kraft, Holger
Renne, Jean-Paul
22
Monfort, Alain
19
Okimoto, Tatsuyoshi
11
Takaoka, Sumiko
11
Batten, Jonathan A.
10
Cesa-Bianchi, Ambrogio
10
Duffie, Darrell
10
Filipović, Damir
10
Gilchrist, Simon
10
Nozawa, Yoshio
10
Akram, Tanweer
9
Caporale, Guglielmo Maria
9
Goldstein, Robert S.
9
He, Zhiguo
9
Milbradt, Konstantin
9
Boyarchenko, Nina
8
Chen, Hui
8
Elkamhi, Redouane
8
Mamun, Khawaja Abdullah al
8
Mayordomo, Sergio
8
Schwartz, Eduardo S.
8
Schönbucher, Philipp J.
8
Sum, Vichet
8
Taylor, John B.
8
Trolle, Anders B.
8
Beirne, John
7
Chen, Tsung-Kang
7
Galil, Koresh
7
Gouriéroux, Christian
7
Malkhozov, Aytek
7
Realdon, Marco
7
Sapriza, Horacio
7
Schmidt, Thorsten
7
Van Landschoot, Astrid
7
Augustin, Patrick
6
Chernov, Mikhail
6
Culp, Christopher L.
6
Dionne, Georges
6
Huang, Jing-Zhi
6
Ito, Takayasu
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Annual review of financial economics
1
Lecture notes in economics and mathematical systems : LNEMS
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of finance : journal of the European Finance Association
1
The review of financial studies
1
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ECONIS (ZBW)
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1
Exploring mispricing in the term structure of CDS spreads
Jarrow, Robert A.
;
Li, Haitao
;
Ye, Xiaoxia
;
Hu, May
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
1
,
pp. 161-198
Persistent link: https://www.econbiz.de/10012035080
Saved in:
2
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
3
Default risk and diversification : theory and empirical implications
Jarrow, Robert A.
;
Lando, David
;
Yu, Fan
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10002582739
Saved in:
4
Optimal portfolios with stochastic interest rates and defaultable assets
Kraft, Holger
-
2004
Persistent link: https://www.econbiz.de/10002018962
Saved in:
5
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 481-523
Persistent link: https://www.econbiz.de/10001220567
Saved in:
6
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
;
Lando, David
;
Turnbull, Stuart M.
-
1994
Persistent link: https://www.econbiz.de/10000904137
Saved in:
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