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Jarrow, Robert
24
Protter, Philip
4
Deventer, Donald van
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Risk : managing risk in the world's financial markets
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Finance and stochastics
2
Journal of banking & finance
2
Financial analysts' journal : FAJ
1
Financial management
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of financial services research : JFSR
1
Journal of the American Statistical Association : JASA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of finance : the journal of the American Finance Association
1
The journal of portfolio management : a publication of Institutional Investor
1
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OLC EcoSci
ECONIS (ZBW)
209
RePEc
49
Other ZBW resources
4
USB Cologne (EcoSocSci)
1
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1
DETECTING ASSET PRICE BUBBLES
Jarrow, Robert
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 30-35
Persistent link: https://www.econbiz.de/10010021117
Saved in:
2
POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE
Jarrow, Robert
;
Protter, Philip
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 39-56
Persistent link: https://www.econbiz.de/10010063813
Saved in:
3
A leverage ratio rule for capital adequacy
Jarrow, Robert
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 973-976
Persistent link: https://www.econbiz.de/10010065456
Saved in:
4
Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert
;
Kchia, Younes
;
Larsson, Martin
; …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10010091556
Saved in:
5
Market Pricing of Deposit Insurance
Duffie, Darrell
;
Jarrow, Robert
;
Purnanandam, Amiyatosh
; …
- In:
Journal of financial services research : JFSR
24
(
2003
)
2
,
pp. 93-120
Persistent link: https://www.econbiz.de/10007030278
Saved in:
6
Applications and Case Studies - Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model
Jarrow, Robert
;
Ruppert, David
;
Yu, Yan
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
465
,
pp. 57-66
Persistent link: https://www.econbiz.de/10006610282
Saved in:
7
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model
Jarrow, Robert
;
Yildirim, Yildiray
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 337-358
Persistent link: https://www.econbiz.de/10006694526
Saved in:
8
ARTICLES - Put Option Premiums and Coherent Risk Measures
Jarrow, Robert
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 135-142
Persistent link: https://www.econbiz.de/10008216391
Saved in:
9
Hedging contingent claims on semimartingales
Jarrow, Robert
;
Madan, Dilip B.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 111
Persistent link: https://www.econbiz.de/10008218080
Saved in:
10
Option Pricing Using the Term Structure of Interest Rates to Hedge Systematic Discontinuities in Asset Returns
Jarrow, Robert
;
Madan, Dilip
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 311-336
Persistent link: https://www.econbiz.de/10008223457
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