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A Critique of Revised Basel II
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Jarrow, Robert A.
187
Jarrow, Robert
97
Protter, Philip
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Yildirim, Yildiray
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Protter, Philip E.
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Li, Siguang
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Turnbull, Stuart M.
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Deventer, Donald R. van
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Lamichhane, Sujan
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Mathematical finance : an international journal of mathematics, statistics and financial theory
15
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13
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8
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ECONIS (ZBW)
209
RePEc
49
OLC EcoSci
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Other ZBW resources
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USB Cologne (EcoSocSci)
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81
The economic default time and the arcsine law
Guo, Xin
;
Jarrow, Robert A.
;
Larrard, Adrien de
- In:
Journal of financial engineering
1
(
2014
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010508010
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82
Forward rate curve smoothing
Jarrow, Robert A.
- In:
Annual review of financial economics
6
(
2014
),
pp. 443-458
Persistent link: https://www.econbiz.de/10010492496
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83
Government policies, residential mortgage defaults, and the boom and bust cycle of housing prices
Ascheberg, Marius
;
Jarrow, Robert A.
;
Kraft, Holger
; …
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 183-216)
.
2013
Persistent link: https://www.econbiz.de/10010412565
Saved in:
84
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:
85
Discrete versus continuous time models : local martingales and singular processes in asset pricing theory
Jarrow, Robert A.
;
Protter, Philip
- In:
Finance research letters
9
(
2012
)
2
,
pp. 58-62
Persistent link: https://www.econbiz.de/10009615902
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86
A reduced-form model for warrant valuation
Jarrow, Robert A.
;
Trautmann, Siegfried
- In:
The financial review : the official publication of the …
46
(
2011
)
3
,
pp. 413-425
Persistent link: https://www.econbiz.de/10009271345
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87
Credit market equilibrium theory and evidence : revisiting the structural versus reduced form credit risk model debate
Jarrow, Robert A.
- In:
Finance research letters
8
(
2011
)
1
,
pp. 2-7
Persistent link: https://www.econbiz.de/10009272382
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88
Foreign currency bubbles
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 67-83
Persistent link: https://www.econbiz.de/10009272490
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89
Understanding the risk of leveraged ETFs
Jarrow, Robert A.
- In:
Finance research letters
7
(
2010
)
3
,
pp. 135-139
Persistent link: https://www.econbiz.de/10009272761
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90
A simple robust model for cat bond valuation
Jarrow, Robert A.
- In:
Finance research letters
7
(
2010
)
2
,
pp. 72-79
Persistent link: https://www.econbiz.de/10009272771
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