//--> //--> //--> //-->
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
A reduced-form contingent conv...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
36
Theory
36
Optionspreistheorie
35
Option pricing theory
34
Credit risk
33
Kreditrisiko
32
Derivat
15
Derivative
15
Hedging
10
Yield curve
10
Zinsstruktur
10
Credit derivative
9
Kreditderivat
9
Portfolio selection
9
Portfolio-Management
9
CAPM
8
Collateral
8
Kreditsicherung
8
USA
7
United States
7
Black-Scholes model
6
Black-Scholes-Modell
6
Insolvency
6
Insolvenz
6
Arbitrage
4
Bubbles
4
Modellierung
4
Risiko
4
Risikomanagement
4
Risk
4
Scientific modelling
4
Spekulationsblase
4
Swap
4
Asset-Backed Securities
3
Asset-backed securities
3
Economics of insurance
3
Financial market regulation
3
Finanzmarktregulierung
3
Risikomaß
3
Risikomodell
3
more ...
less ...
Online availability
All
Free
10
Undetermined
9
Type of publication
All
Article
59
Book / Working Paper
18
Other
1
Type of publication (narrower categories)
All
Article in journal
50
Aufsatz in Zeitschrift
50
Aufsatz im Buch
4
Book section
4
Arbeitspapier
1
Aufsatzsammlung
1
Case study
1
Collection of articles written by one author
1
Einführung
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
75
Undetermined
3
Author
All
Jarrow, Robert A.
Broll, Udo
239
Fabozzi, Frank J.
127
Ongena, Steven
119
Madan, Dilip B.
114
Härdle, Wolfgang
104
Acharya, Viral V.
94
McAleer, Michael
94
Lien, Da-hsiang Donald
90
Wahl, Jack E.
90
Lucas, André
86
Schoutens, Wim
83
Chiarella, Carl
75
Cui, Zhenyu
75
Takahashi, Akihiko
73
Carr, Peter
72
Kit, Pong Wong
72
Altman, Edward I.
67
Hammoudeh, Shawkat
67
Joshi, Mark S.
67
Rösch, Daniel
65
Subrahmanyam, Marti G.
63
Jacobs, Kris
62
Brigo, Damiano
61
Hull, John
61
Koopman, Siem Jan
60
Dionne, Georges
58
Schuermann, Til
58
Peydró, José-Luis
57
Caporale, Guglielmo Maria
56
Platen, Eckhard
56
Stentoft, Lars
56
Jokivuolle, Esa
54
Scheicher, Martin
54
Gouriéroux, Christian
53
Elliott, Robert J.
52
Hasan, Iftekhar
52
Saunders, Anthony
52
Alexander, Carol
51
Alghalith, Moawia
51
more ...
less ...
Published in...
All
Review of derivatives research
5
Johnson School Research Paper Series
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Annual review of financial economics
3
Finance research letters
3
Journal of banking & finance
3
The journal of fixed income
3
Credit risk models and management
2
Finance and stochastics
2
Journal of econometrics
2
Journal of risk management in financial institutions
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Agricultural finance review
1
Annals of Applied Probability, Forthcoming
1
Annals of finance
1
Annual Review of Financial Economics
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
European finance review : the official journal of the European Finance Association
1
Finance
1
Financial engineering
1
International journal of theoretical and applied finance
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of financial education
1
Journal of financial engineering
1
Journal of financial services research : JFSR
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics of operations research
1
Rethinking the financial crisis
1
Review of finance : journal of the European Finance Association
1
Rodney L. White Center for Financial Research
1
The Irwin series in finance
1
The Quarterly Journal of Finance : QJF
1
The Quarterly Review of Economics and Finance
1
The credit market handbook : advanced modeling issues
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of finance : the journal of the American Finance Association
1
The journal of portfolio management : a publication of Institutional Investor
1
more ...
less ...
Source
All
ECONIS (ZBW)
74
RePEc
2
BASE
1
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
78
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Problems with using CDS to infer default probabilities
Jarrow, Robert A.
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
Saved in:
2
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:
3
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:
4
The dangers of
calibration
and
hedging
the Greeks in option
pricing
Chatterjea, Arkadev
;
Jarrow, Robert A.
- In:
Journal of financial education
38
(
2012
)
1/2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009615610
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
An integrated approach to the
hedging
and
pricing
of Eurodollar derivatives
Jarrow, Robert A.
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
2
,
pp. 271-299
Persistent link: https://www.econbiz.de/10001227995
Saved in:
7
The economic foundations of risk management : theory, practice, and applications
Jarrow, Robert A.
-
2017
Persistent link: https://www.econbiz.de/10011569703
Saved in:
8
Financial derivatives
pricing
: selected works of Robert Jarrow
Jarrow, Robert A.
-
2008
Persistent link: https://www.econbiz.de/10003765886
Saved in:
9
The valuation of a firm's investment opportunities : a reduced form credit risk perspective
Jarrow, Robert A.
;
Purnanandam, Amiyatosh
- In:
Review of derivatives research
10
(
2007
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10003705843
Saved in:
10
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
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->