//--> //--> //--> //-->
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."
~subject:"Basel Accord"
~subject:"Interest rate"
~subject:"Kreditderivat"
~subject:"Risk measure"
~subject:"Zinsstruktur"
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
Basel Accord
Interest rate
Kreditderivat
Risk measure
Zinsstruktur
Credit risk
32
Kreditrisiko
32
Theorie
25
Theory
25
Swap
9
Derivat
8
Derivative
8
Optionspreistheorie
6
Insolvency
5
Insolvenz
5
Option pricing theory
5
Yield curve
5
Collateral
4
Credit derivative
4
Kreditsicherung
4
Portfolio selection
4
Portfolio-Management
4
Anleihe
3
Bond
3
Risikomanagement
3
Risikomaß
3
Welt
3
World
3
Asset-Backed Securities
2
Asset-backed securities
2
Bank lending
2
Basler Akkord
2
Bubbles
2
Börsenkurs
2
Correlation
2
Credit rating
2
Derivat <Wertpapier>
2
Financial economics
2
Hypothek
2
Incomplete information
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
11
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Aufsatzsammlung
1
Collection of articles written by one author
1
Sammlung
1
Language
All
English
13
Author
All
Jarrow, Robert A.
Ongena, Steven
43
Tang, Dragon Yongjun
31
Rösch, Daniel
29
Monfort, Alain
26
Renne, Jean-Paul
25
Subrahmanyam, Marti G.
24
Allen, David E.
23
Fabozzi, Frank J.
22
Brigo, Damiano
21
Mayordomo, Sergio
21
Schulte-Mattler, Hermann
21
Scheule, Harald
20
Gilchrist, Simon
19
Jokivuolle, Esa
19
Scheicher, Martin
19
Zhou, Hao
19
Augustin, Patrick
18
Gouriéroux, Christian
17
Hasan, Iftekhar
17
Wang, Sarah Qian
17
Witzany, Jiří
17
Zhu, Haibin
17
Caporale, Guglielmo Maria
16
Acharya, Viral V.
15
Gündüz, Yalın
15
Repullo, Rafael
15
Schwartz, Eduardo S.
15
Suárez, Javier
15
Duffie, Darrell
14
Kupiec, Paul H.
14
McAleer, Michael
14
Saunders, Anthony
14
Shin, Hyun Song
14
Varotto, Simone
14
Akram, Tanweer
13
Batten, Jonathan A.
13
Cathcart, Lara
13
Filipović, Damir
13
Naranjo, Andy
13
more ...
less ...
Published in...
All
The journal of fixed income
2
Annual review of financial economics
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of financial services research : JFSR
1
Journal of risk management in financial institutions
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
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
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:
3
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:
4
Interest rate swaps : a comparison of compounded daily versus discrete reference rates
Jarrow, Robert A.
;
Li, Siguang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014266351
Saved in:
5
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:
6
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:
7
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:
8
credit default
swap
Jarrow, Robert A.
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
Saved in:
9
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
Saved in:
10
A leverage ratio rule for capital adequacy
Jarrow, Robert A.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 973-976
Persistent link: https://www.econbiz.de/10009708725
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->