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The economic foundations of risk management : theory, practice, and applications
Jarrow, Robert A. - 2017
Persistent link: https://www.econbiz.de/10011569703
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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
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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
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Financial derivatives pricing : selected works of Robert Jarrow
Jarrow, Robert A. - 2008
Persistent link: https://www.econbiz.de/10003765886
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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
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Estimating default probabilities implicit in equity prices
Janosi, Tibor; Jarrow, Robert A.; Yildirim, Yildiray - In: The credit market handbook : advanced modeling issues, (pp. 1-38). 2006
Persistent link: https://www.econbiz.de/10003338037
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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
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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
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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
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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