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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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Finance
Jarrow, Robert A. (ed.); Maksimovic, Vojislav (contributor);  … - 1995
Persistent link: https://www.econbiz.de/10013388279
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A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.; Deventer, Donald R. van - In: Journal of risk management in financial institutions 16 (2022/2023) 3, pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
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Derivative securities
Jarrow, Robert A.; Turnbull, Stuart M. - 2000 - 2. ed.
Persistent link: https://www.econbiz.de/10004552386
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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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Credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - 1995
Persistent link: https://www.econbiz.de/10000985913
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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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Pricing derivatives on financial securities subject to credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - In: Credit risk models and management, (pp. 333-374). 2004
Persistent link: https://www.econbiz.de/10002432611
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Futures contract collateralization and its implications
Jarrow, Robert A.; Kwok, Simon Sai Man - In: Journal of empirical finance 74 (2023), pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
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CMBS market efficiency : the crisis and the recovery
Christopoulos, Andreas D.; Jarrow, Robert A. - In: Journal of financial stability 36 (2018), pp. 159-186
Persistent link: https://www.econbiz.de/10012156900