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:"Share price"
~subject:"Yield curve"
~type:"article"
~type_genre:"Article in journal"
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
Part-time bayesians : incentiv...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Share price
Yield curve
Theorie
105
Theory
105
CAPM
27
Bubbles
17
Spekulationsblase
17
Zinsstruktur
17
Derivat
15
Derivative
15
Portfolio selection
15
Portfolio-Management
15
Börsenkurs
14
Credit risk
14
Kreditrisiko
14
Option pricing theory
11
Optionspreistheorie
11
Arbitrage
10
USA
10
United States
10
Risiko
9
Risk
9
Martingal
8
Martingale
8
Black-Scholes model
7
Black-Scholes-Modell
7
Hedging
7
Risikomaß
7
Risk measure
7
Geldpolitik
5
Insolvency
5
Insolvenz
5
Monetary policy
5
Risikoprämie
5
Risk premium
5
Anleihe
4
Bond
4
Financial market
4
Finanzmarkt
4
Interest rate derivative
4
more ...
less ...
Online availability
All
Undetermined
6
Free
2
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
31
Aufsatz im Buch
1
Book section
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
31
Author
All
Jarrow, Robert A.
Gupta, Rangan
24
Rudebusch, Glenn D.
17
Subrahmanyam, Avanidhar
14
Timmermann, Allan
14
Tzavalis, Elias
14
Wohar, Mark E.
14
Chen, Ren-Raw
12
Chiarella, Carl
12
He, Xue-zhong
11
O'Hara, Maureen
11
Ryu, Doojin
11
Bekaert, Geert
10
Campbell, John Y.
10
Chiang, Thomas C.
10
Gil-Alaña, Luis A.
10
Hautsch, Nikolaus
10
Kang, Kyu Ho
10
Longstaff, Francis A.
10
Monfort, Alain
10
Singleton, Kenneth J.
10
Westerhoff, Frank H.
10
Yang, Chunpeng
10
Bansal, Ravi
9
Caporale, Guglielmo Maria
9
Faff, Robert W.
9
Foucault, Thierry
9
Garcia, René
9
Gouriéroux, Christian
9
Levy, Haim
9
Lux, Thomas
9
Madhavan, Ananth Narayan
9
Pierdzioch, Christian
9
Schwartz, Eduardo S.
9
Titman, Sheridan
9
Viswanathan, S.
9
Wu, Chunchi
9
Brooks, Robert
8
Christensen, Jens H. E.
8
Collin-Dufresne, Pierre
8
more ...
less ...
Published in...
All
Annual review of financial economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The quarterly journal of finance
3
Journal of financial and quantitative analysis : JFQA
2
Mathematics and financial economics
2
Quantitative finance
2
Review of derivatives research
2
Annals of finance
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance research letters
1
Financial analysts' journal : FAJ
1
International journal of theoretical and applied finance
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Journal of financial stability
1
Journal of risk
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
1
The journal of portfolio management : a publication of Institutional Investor
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bond pricing and the term structure of interest rates : a new methodology for contingent claims valuation
Heath, David C.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 77-105
Persistent link: https://www.econbiz.de/10001121808
Saved in:
2
Bond pricing and the term structure of interest rates : a discrete time approximation
Heath, David C.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
4
,
pp. 419-440
Persistent link: https://www.econbiz.de/10001098665
Saved in:
3
Ex-dividend stock price behavior and arbitrage opportunities
Heath, David C.
- In:
The journal of business : B
61
(
1988
)
1
,
pp. 95-108
Persistent link: https://www.econbiz.de/10001044862
Saved in:
4
Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
Saved in:
5
The arbitrage-free valuation and hedging of demand deposits and credit card loans
Jarrow, Robert A.
- In:
Journal of banking & finance
22
(
1998
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10001238390
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
Primes and scores : an essay on market imperfections
Jarrow, Robert A.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1263-1287
Persistent link: https://www.econbiz.de/10001080359
Saved in:
8
The effect of trading futures on short sale constraints
Jarrow, Robert A.
;
Protter, Philip E.
;
Pulido, Sergio
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 311-338
Persistent link: https://www.econbiz.de/10011350630
Saved in:
9
Relative asset price bubbles
Falafala, Roseline Bilina
;
Jarrow, Robert A.
;
Protter, …
- In:
Annals of finance
12
(
2016
)
2
,
pp. 135-160
Persistent link: https://www.econbiz.de/10011555672
Saved in:
10
Forward rate curve smoothing
Jarrow, Robert A.
- In:
Annual review of financial economics
6
(
2014
),
pp. 443-458
Persistent link: https://www.econbiz.de/10010492496
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
