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Subject
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United States
Theorie
251
Theory
251
Option pricing theory
121
Optionspreistheorie
121
CAPM
76
Derivat
56
Derivative
56
Portfolio selection
53
Portfolio-Management
53
Credit risk
45
Börsenkurs
43
Kreditrisiko
43
Share price
43
Stochastic process
43
Stochastischer Prozess
43
USA
39
Volatility
38
Volatilität
38
Capital income
37
Kapitaleinkommen
37
Hedging
35
Risiko
33
Yield curve
33
Zinsstruktur
33
Risk
32
Bubbles
29
Option trading
29
Optionsgeschäft
29
Spekulationsblase
29
Financial market
27
Finanzmarkt
27
Black-Scholes model
24
Black-Scholes-Modell
24
Arbitrage
22
Estimation
22
Schätzung
22
Statistical distribution
19
Statistische Verteilung
19
Martingal
17
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3
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Article
32
Book / Working Paper
7
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Article in journal
30
Aufsatz in Zeitschrift
30
Arbeitspapier
5
Working Paper
5
Graue Literatur
4
Non-commercial literature
4
Aufsatz im Buch
2
Book section
2
Collection of articles of several authors
1
Conference proceedings
1
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1
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1
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Language
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English
39
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Jarrow, Robert A.
24
Madan, Dilip B.
16
Yildirim, Yildiray
6
Bakshi, Gurdip S.
3
Unal, Haluk
3
Carr, Peter
2
Chatterjea, Arkadev
2
Heath, David C.
2
Janosi, Tibor
2
Protter, Philip E.
2
Abken, Peter A.
1
Amin, Kaushik I.
1
Betancourt, Roger R.
1
Chava, Sudheer
1
Cherny, Alexander
1
Christopoulos, Andreas D.
1
Deventer, Donald R. van
1
Eberlein, Ernst
1
Geman, Hélyette
1
German, Helyette
1
Guntay, Levent
1
Guo, Xin
1
Kapadia, Nikunj
1
Li, Haitao
1
Li, Hao
1
Li, Li
1
Lin, Haizhi
1
Mesler, Mark
1
Morton, Andrew J.
1
Neal, Robert S.
1
O'Hara, Maureen
1
Oldfield, George S.
1
Oxman, Jeff
1
Pennacchi, George G.
1
Ramamurtie, Buddhavarapu Sailesh
1
Schoutens, Wim
1
Tyagi, Vikrant
1
Warachka, M.
1
Yor, Marc
1
Zhang, Frank
1
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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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Review of derivatives research
5
The review of financial studies
3
Finance and economics discussion series
2
Journal of financial and quantitative analysis : JFQA
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The journal of business : B
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
Advances in futures and options research : a research annual
1
Annual review of financial economics
1
Asia-Pacific financial markets
1
Econometrics discussion papers
1
European finance review : the official journal of the European Finance Association
1
Financial markets, institutions & instruments
1
Innovations in risk management : seminal papers from the Journal of Risk
1
International journal of theoretical and applied finance
1
Journal of financial services research : JFSR
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Rethinking the financial crisis
1
Review of finance : journal of the European Finance Association
1
Review of futures markets
1
The definitive guide to CDOs : market, application, valuation and hedging
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of fixed income
1
Working paper series / Federal Reserve Bank of Atlanta
1
Working papers / Financial Institutions Center
1
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ECONIS (ZBW)
39
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1
Is mean-variance analysis vacuous : or was beta still born?
Jarrow, Robert A.
- In:
European finance review : the official journal of the …
1
(
1997
)
1
,
pp. 15-30
Persistent link: https://www.econbiz.de/10001244804
Saved in:
2
Commercial mortgage-backed securities (CMBS) and market efficiency with respect to costly information
Christopoulos, Andreas D.
;
Jarrow, Robert A.
;
Yildirim, …
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
3
,
pp. 441-498
Persistent link: https://www.econbiz.de/10003764885
Saved in:
3
Pricing options in an extended black scholes economy with illiquidity : theory and empirical evidence
Çetin, U.
;
Jarrow, Robert A.
;
Protter, Philip E.
; …
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 493-529
Persistent link: https://www.econbiz.de/10003355212
Saved in:
4
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:
5
Interest rate caps "smile" too! : but can the LIBOR market models capture the smile?
Jarrow, Robert A.
;
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 345-382
Persistent link: https://www.econbiz.de/10003425910
Saved in:
6
CDO valuation : fact and fiction
Jarrow, Robert A.
;
Li, Li
;
Mesler, Mark
;
Deventer, …
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 429-456)
.
2008
Persistent link: https://www.econbiz.de/10003918809
Saved in:
7
The cost of operational risk loss insurance
Jarrow, Robert A.
;
Oxman, Jeff
;
Yildirim, Yildiray
- In:
Review of derivatives research
13
(
2010
)
3
,
pp. 273-295
Persistent link: https://www.econbiz.de/10008695885
Saved in:
8
Tax liens: a novel application of asset pricing theory
Jarrow, Robert A.
;
Tyagi, Vikrant
- In:
Review of derivatives research
10
(
2007
)
2
,
pp. 181-204
Persistent link: https://www.econbiz.de/10003705869
Saved in:
9
The economics of credit default swaps
Jarrow, Robert A.
- In:
Annual review of financial economics
3
(
2011
),
pp. 235-257
Persistent link: https://www.econbiz.de/10009500808
Saved in:
10
Positive alphas, abnormal performance, and illusory arbitrage
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 39-56
Persistent link: https://www.econbiz.de/10009712563
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