Similar Search Results - EconBiz

The economics of credit default swaps

Jarrow, Robert A. - In: Annual review of financial economics 3 (2011), pp. 235-257

Persistent link: https://www.econbiz.de/10009500808

The Economics of Credit Default Swaps (CDS)

Jarrow, Robert A. - 2010

Credit default swaps (CDS) are term insurance contracts written on traded bonds. This paper studies the economics of CDS using the economics of insurance literature as a basis for analysis. It is alleged that trading in CDS caused the 2007 credit crisis, and therefore trading CDS is an "evil"...

Persistent link: https://www.econbiz.de/10013140060

The Economics of Credit Default Swaps

Jarrow, Robert A. - 2012

Credit default swaps (CDSs) are term insurance contracts written on traded bonds. This review studies the economics of CDSs using the economics of insurance literature as a basis for analysis. It is alleged that trading in CDSs caused the 2007 credit crisis, and therefore trading CDSs is an evil...

Persistent link: https://www.econbiz.de/10013112717

Volatility : new estimation techniques for pricing derivatives

Jarrow, Robert A. (ed.) - 1998

Persistent link: https://www.econbiz.de/10000665248

Jarrow, Robert A.; Rudd, Andrew - 1983

Persistent link: https://www.econbiz.de/10000065976

Financial derivatives pricing : selected works of Robert Jarrow

Jarrow, Robert A. - 2008

Persistent link: https://www.econbiz.de/10003765886

Convenience yields

Jarrow, Robert A. - In: Review of derivatives research 13 (2010) 1, pp. 25-43

Persistent link: https://www.econbiz.de/10008695502

Asset price bubbles in incomplete markets

Jarrow, Robert A.; Protter, Philip E.; Shimbo, Kazuhiro - In: Mathematical finance : an international journal of … 20 (2010) 2, pp. 145-185

Persistent link: https://www.econbiz.de/10003955702

An introduction to financial asset pricing

Jarrow, Robert A.; Protter, Philip E. - In: Financial engineering, (pp. 13-69). 2008

Persistent link: https://www.econbiz.de/10003567089

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

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