//--> //--> //--> //-->
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."
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
СТАТИСТИЧЕСКАЯ ОЦЕНКА КАЧЕСТВА...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Credit risk
33
Kreditrisiko
32
Theorie
20
Theory
20
Derivat
5
Derivative
5
Insolvency
5
Insolvenz
5
Collateral
4
Kreditsicherung
4
Option pricing theory
4
Optionspreistheorie
4
Credit derivative
3
Kreditderivat
3
Portfolio selection
3
Portfolio-Management
3
Risikomaß
3
Risk measure
3
Welt
3
World
3
Yield curve
3
Zinsstruktur
3
Asset-Backed Securities
2
Asset-backed securities
2
Bank lending
2
Basel Accord
2
Basler Akkord
2
Correlation
2
Credit rating
2
Economic growth
2
Equilibrium
2
Financial economics
2
Hypothek
2
Incomplete information
2
Kapitalmarkttheorie
2
Korrelation
2
Kreditgeschäft
2
Kreditwürdigkeit
2
Modellierung
2
Mortgage
2
more ...
less ...
Online availability
All
Free
2
Undetermined
2
Type of publication
All
Article
26
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
1
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Case study
1
Collection of articles written by one author
1
Fallstudie
1
Graue Literatur
1
Non-commercial literature
1
Sammlung
1
Systematic review
1
Working Paper
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
32
Undetermined
1
Author
All
Jarrow, Robert A.
Ongena, Steven
109
Lucas, André
76
Acharya, Viral V.
73
Altman, Edward I.
58
Koopman, Siem Jan
56
Rösch, Daniel
54
Peydró, José-Luis
53
Schuermann, Til
50
Gambacorta, Leonardo
49
Chan-Lau, Jorge A.
48
Jokivuolle, Esa
47
Agarwal, Sumit
46
Saunders, Anthony
44
Beck, Thorsten
43
Hasan, Iftekhar
42
Caporale, Guglielmo Maria
41
Giesecke, Kay
40
Scheule, Harald
40
Brigo, Damiano
39
Capponi, Agostino
39
Krahnen, Jan Pieter
39
Monfort, Alain
39
Allen, Franklin
38
Fabozzi, Frank J.
38
Gouriéroux, Christian
37
Hassan, M. Kabir
37
Memmel, Christoph
37
Schwaab, Bernd
37
Berger, Allen N.
36
Hamerle, Alfred
36
Jiménez, Gabriel
36
Levine, Ross
36
Tang, Dragon Yongjun
36
Schmidt, Reinhard H.
35
Schmieder, Christian
35
Welzel, Peter
35
Duffie, Darrell
34
Gilchrist, Simon
34
Degryse, Hans
33
more ...
less ...
Published in...
All
The journal of fixed income
3
Credit risk models and management
2
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
2
Annals of Applied Probability, Forthcoming
1
Annual review of financial economics
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
Finance and stochastics
1
Finance research letters
1
International journal of theoretical and applied finance
1
Journal of empirical finance
1
Journal of financial engineering
1
Journal of financial services research : JFSR
1
Journal of risk management in financial institutions
1
Mathematics of operations research
1
The Quarterly Review of Economics and Finance
1
The credit market handbook : advanced modeling issues
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of financial studies
1
Working paper // Research program / School of Business, Queen's University
1
more ...
less ...
Source
All
ECONIS (ZBW)
32
RePEc
1
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The economic default time and the arcsine law
Guo, Xin
;
Jarrow, Robert A.
;
Larrard, Adrien de
- In:
Journal of financial engineering
1
(
2014
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010508010
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Financial derivatives pricing : selected works of Robert Jarrow
Jarrow, Robert A.
-
2008
Persistent link: https://www.econbiz.de/10003765886
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->