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Credit risk
Theorie
251
Theory
251
Option pricing theory
121
Optionspreistheorie
121
CAPM
76
Derivat
56
Derivative
56
Portfolio selection
53
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43
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Jarrow, Robert A.
27
Madan, Dilip B.
16
Guo, Xin
5
Turnbull, Stuart M.
5
Bakshi, Gurdip S.
4
Unal, Haluk
4
Eberlein, Ernst
3
Lando, David
3
Yildirim, Yildiray
3
Deventer, Donald R. van
2
Gehrig, Thomas
2
Güntay, Levent
2
Jarrow, Robert
2
Lin, Haizhi
2
Protter, Philip E.
2
Zeng, Yan
2
Zhang, Frank Xiaoling
2
Ascheberg, Marius
1
Asmussen, Søren
1
Chava, Sudheer
1
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1
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1
Janosi, Tibor
1
Kraft, Holger
1
Kwok, Simon Sai Man
1
Larrard, Adrien de
1
Pennacchi, George G.
1
Postorius, M.
1
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1
Purnanandam, Amiyatosh
1
Schoutens, Wim
1
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1
Sezer, A. Deniz
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Yu, Fan
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Conference on Pricing the Risks of Deposit Insurance <2002, Washington, DC>
1
Federal Deposit Insurance Corporation <Washington, DC>
1
The Wharton Financial Institutions Center
1
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Journal of banking & finance
4
Review of derivatives research
3
Robert H. Smith School Research Paper
3
The journal of fixed income
3
Finance and economics discussion series
2
Journal of financial services research : JFSR
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Annual review of financial economics
1
Credit risk : models, derivatives, and management
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
Finance and Stochastics
1
Finance and stochastics
1
Finance research letters
1
Financial markets, institutions & instruments
1
International journal of theoretical and applied finance
1
Journal of empirical finance
1
Journal of financial engineering
1
Journal of risk
1
Journal of risk management in financial institutions
1
Mathematics of operations research
1
Review of Derivatives Research
1
The credit market handbook : advanced modeling issues
1
The journal of business : B
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
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1
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ECONIS (ZBW)
43
RePEc
2
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1
A leverage ratio rule for capital adequacy
Jarrow, Robert A.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 973-976
Persistent link: https://www.econbiz.de/10009708725
Saved in:
2
Modeling and monitoring risk acceptability in markets : the case of the credit default swap market
Madan, Dilip B.
- In:
Journal of banking & finance
47
(
2014
),
pp. 63-73
Persistent link: https://www.econbiz.de/10010506505
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:
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