//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Jarrow, Robert A."
~person:"Kraft, Holger"
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Worst-Case Analysen des Ausfal...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
38
Kreditrisiko
38
Theorie
28
Theory
28
Derivat
8
Derivative
8
Portfolio selection
8
Portfolio-Management
8
Swap
8
Insolvency
7
Insolvenz
7
Yield curve
6
Zinsstruktur
6
Option pricing theory
5
Optionspreistheorie
5
Collateral
4
Credit derivative
4
Kreditderivat
4
Kreditsicherung
4
Anleihe
3
Bond
3
Corporate bond
3
Credit rating
3
Kreditwürdigkeit
3
Risikomaß
3
Risk measure
3
Unternehmensanleihe
3
Welt
3
World
3
Ansteckungseffekt
2
Asset-Backed Securities
2
Asset-backed securities
2
Bank lending
2
Basel Accord
2
Basler Akkord
2
Bubbles
2
Börsenkurs
2
Contagion effect
2
Correlation
2
Econometric model
2
more ...
less ...
Online availability
All
Free
6
Undetermined
4
Type of publication
All
Article
33
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Case study
1
Collection of articles written by one author
1
Fallstudie
1
Hochschulschrift
1
Sammlung
1
Systematic review
1
Thesis
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
45
Author
All
Jarrow, Robert A.
Kraft, Holger
Ongena, Steven
101
Acharya, Viral V.
63
Lucas, André
58
Altman, Edward I.
52
Rösch, Daniel
51
Fabozzi, Frank J.
50
Peydró, José-Luis
50
Agarwal, Sumit
46
Schuermann, Til
44
Koopman, Siem Jan
43
Longstaff, Francis A.
43
Saunders, Anthony
43
Brigo, Damiano
42
Gambacorta, Leonardo
40
Giesecke, Kay
39
Capponi, Agostino
38
Duffie, Darrell
38
Hasan, Iftekhar
37
Scheule, Harald
36
Schwaab, Bernd
35
Tang, Dragon Yongjun
35
Monfort, Alain
34
Caporale, Guglielmo Maria
33
Gilchrist, Simon
33
Gouriéroux, Christian
33
Mayordomo, Sergio
33
Subrahmanyam, Marti G.
31
Allen, David E.
30
Roesch, Daniel
30
Jiménez, Gabriel
29
Krahnen, Jan Pieter
29
Renne, Jean-Paul
29
Shin, Hyun Song
29
Tarashev, Nikola A.
29
Berger, Allen N.
28
Hamerle, Alfred
28
Jokivuolle, Esa
28
Memmel, Christoph
27
Pelizzon, Loriana
27
more ...
less ...
Published in...
All
Review of derivatives research
3
The journal of fixed income
3
Annual review of financial economics
2
Credit risk models and management
2
Finance and stochastics
2
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of finance : journal of the European Finance Association
2
Annals of Applied Probability, Forthcoming
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
Finance research letters
1
Johnson School Research Paper Series
1
Journal of economic dynamics & control
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
Lecture notes in economics and mathematical systems : LNEMS
1
Mathematics of operations research
1
The credit market handbook : advanced modeling issues
1
The journal of credit risk : published quarterly by Incisive Media
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 / Laboratory of Actuarial Mathematics, University of Copenhagen
1
Working paper // Research program / School of Business, Queen's University
1
more ...
less ...
Source
All
ECONIS (ZBW)
USB Cologne (EcoSocSci)
2
Showing
31
-
40
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
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:
32
Pricing derivatives on financial securities subject to credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Credit risk models and management
,
(pp. 333-374)
.
2004
Persistent link: https://www.econbiz.de/10002432611
Saved in:
33
Practical usage of credit risk models in loan portfolio and counterparty exposure management: an update
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Credit risk models and management
,
(pp. 573-597)
.
2004
Persistent link: https://www.econbiz.de/10002433486
Saved in:
34
Optimal portfolios with defaultable securities a firm value approach
Korn, Ralf
;
Kraft, Holger
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 793-819
Persistent link: https://www.econbiz.de/10001862125
Saved in:
35
Optimal portfolios with stochastic interest rates and defaultable assets
Kraft, Holger
-
2004
Persistent link: https://www.econbiz.de/10002018962
Saved in:
36
The intersection of market and credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Journal of banking & finance
24
(
2000
)
1/2
,
pp. 271-299
Persistent link: https://www.econbiz.de/10001432993
Saved in:
37
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:
38
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:
39
Credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
-
1995
Persistent link: https://www.econbiz.de/10000985913
Saved in:
40
Redesigning ratings : assessing the discriminatory power of credit scores under censoring
Kraft, Holger
;
Kroisandt, Gerald
;
Müller, Marlene
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
4
,
pp. 71-94
Persistent link: https://www.econbiz.de/10010495827
Saved in:
First
Prev
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->