//--> //--> //--> //-->
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:"Lucas, André"
~subject:"Credit risk"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
United States
Kreditrisiko
37
Theorie
22
Theory
22
Insolvency
7
Insolvenz
7
Portfolio selection
7
Portfolio-Management
7
USA
7
Swap
5
Welt
5
World
5
Collateral
4
Credit derivative
4
Estimation
4
Kreditderivat
4
Kreditsicherung
4
Modellierung
4
Risikomanagement
4
Risk management
4
Schätzung
4
Scientific modelling
4
Yield curve
4
Zinsstruktur
4
Basel Accord
3
Basler Akkord
3
Business cycle
3
Derivat
3
Derivative
3
Financial crisis
3
Finanzkrise
3
Konjunktur
3
Option pricing theory
3
Optionspreistheorie
3
Risikomaß
3
Risk measure
3
credit risk
3
Asset-Backed Securities
2
Asset-backed securities
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
37
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Systematic review
Arbeitspapier
43
Working Paper
43
Graue Literatur
40
Non-commercial literature
40
Article in journal
37
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Case study
1
Collection of articles written by one author
1
Fallstudie
1
Sammlung
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
37
Author
All
Jarrow, Robert A.
Lucas, André
Rösch, Daniel
36
Altman, Edward I.
28
Scheule, Harald
26
Ongena, Steven
23
Capponi, Agostino
20
Crook, Jonathan N.
20
Schulte-Mattler, Hermann
20
Wang, Xingchun
20
Fabozzi, Frank J.
19
Gouriéroux, Christian
19
Ghosh, Saibal
17
Jacobs, Michael <Jr.>
17
Chi, Guotai
16
Norden, Lars
16
Saunders, Anthony
16
Andreeva, Galina
15
Brigo, Damiano
15
Hasan, Iftekhar
15
Thomas, Lyn C.
15
Wu, Chunchi
15
Acharya, Viral V.
14
Mayordomo, Sergio
14
Van Vuuren, Gary
14
Monfort, Alain
13
Turnbull, Stuart M.
13
Goodman, Laurie Sharon
12
Mues, Christophe
12
Schuermann, Til
12
Tang, Dragon Yongjun
12
Barisitz, Stephan
11
Das, Sanjiv R.
11
Dorfleitner, Gregor
11
Giesecke, Kay
11
Gürtler, Marc
11
Hammoudeh, Shawkat
11
Kanno, Masayasu
11
Kupiec, Paul H.
11
Parnes, Dror
11
more ...
less ...
Published in...
All
Journal of banking & finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The journal of fixed income
3
Journal of applied econometrics
2
Journal of empirical finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
2
Annual review of financial economics
1
Applied mathematical finance
1
Finance and stochastics
1
Finance research letters
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial engineering
1
Journal of financial services research : JFSR
1
Journal of forecasting
1
Journal of monetary economics
1
Journal of risk management in financial institutions
1
Mathematics of operations research
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 economics and statistics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
Saved in:
2
Synthetic CDO equity : short or long correlation risk?
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 31-41
Persistent link: https://www.econbiz.de/10003729808
Saved in:
3
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models
Banachewicz, Konrad
;
Lucas, André
- In:
Journal of forecasting
27
(
2008
)
7
,
pp. 566-586
Persistent link: https://www.econbiz.de/10003779594
Saved in:
4
The subprime credit crisis of 2007
Crouhy, Michel
;
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 81-110
Persistent link: https://www.econbiz.de/10003771466
Saved in:
5
A non-Gaussian panel time series model for estimating and decomposing default risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 510-525
Persistent link: https://www.econbiz.de/10003772293
Saved in:
6
Discrete versus continuous state switching models for portfolio credit risk
Lucas, André
;
Klaassen, Pieter
- In:
Journal of banking & finance
30
(
2006
)
1
,
pp. 23-35
Persistent link: https://www.econbiz.de/10003285592
Saved in:
7
Distressed debt prices and recovery rate estimation
Guo, Xin
;
Jarrow, Robert A.
;
Lin, Haizhi
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 171-204
Persistent link: https://www.econbiz.de/10003835030
Saved in:
8
Modeling the recovery rate in a reduced form model
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 73-97
Persistent link: https://www.econbiz.de/10003818346
Saved in:
9
Credit risk models with incomplete information
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematics of operations research
34
(
2009
)
2
,
pp. 320-332
Persistent link: https://www.econbiz.de/10003870282
Saved in:
10
Information reduction via level crossings in a credit risk model
Jarrow, Robert A.
;
Protter, Philip E.
;
Sezer, A. Deniz
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 195-212
Persistent link: https://www.econbiz.de/10003439757
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->