Narrow search
Showing 31 - 40 of 45
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Optimal portfolios with stochastic interest rates and defaultable assets
Kraft, Holger - 2004
Persistent link: https://www.econbiz.de/10002018962
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - 1995
Persistent link: https://www.econbiz.de/10000985913
Cover Image
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