Narrow search
Showing 1 - 10 of 32
Cover Image
Derivative securities
Jarrow, Robert A.; Turnbull, Stuart M. - 1996
Persistent link: https://www.econbiz.de/10000966002
Cover Image
Credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - 1995
Persistent link: https://www.econbiz.de/10000985913
Cover Image
Volatility : new estimation techniques for pricing derivatives
Jarrow, Robert A. (ed.) - 1998
Persistent link: https://www.econbiz.de/10000665248
Cover Image
A discrete time synthesis of derivative security valuation using a term structure of futures prices
Carr, Peter - In: Finance, (pp. 225-249). 1995
Persistent link: https://www.econbiz.de/10001318017
Cover Image
Pricing options on risky assets in a stochastic interest rate economy
Amin, Kaushik I. - In: Mathematical finance : an international journal of … 2 (1992) 4, pp. 217-237
Persistent link: https://www.econbiz.de/10001143979
Cover Image
Option pricing and implicit volatilities
Jarrow, Robert A. - In: Journal of economic surveys 3 (1989) 1, pp. 59-81
Persistent link: https://www.econbiz.de/10001072609
Cover Image
A characterization theorem for unique risk neutral probability measures
Jarrow, Robert A. - In: Economics letters 22 (1986) 1, pp. 61-65
Persistent link: https://www.econbiz.de/10001018426
Cover Image
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
Cover Image
Derivative security markets, market manipulation, and option pricing theory
Jarrow, Robert A. - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 2, pp. 241-261
Persistent link: https://www.econbiz.de/10001165922
Cover Image
Option pricing with random volatilities in complete markets
Eisenberg, Laurence K. - In: Review of quantitative finance and accounting 4 (1994) 1, pp. 5-17
Persistent link: https://www.econbiz.de/10001166094