Narrow search
Showing 1 - 10 of 19
Cover Image
Hedging in a HJM model
Jarrow, Robert A. - In: Finance research letters 7 (2010) 1, pp. 8-13
Persistent link: https://www.econbiz.de/10003972378
Cover Image
The zero-lower bound on interest rates : myth or reality?
Jarrow, Robert A. - In: Finance research letters 10 (2013) 4, pp. 151-156
Persistent link: https://www.econbiz.de/10010252360
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Risky coupon bonds as a portfolio of zero-coupon bonds
Jarrow, Robert A. - In: Finance research letters 1 (2004) 2, pp. 100-105
Persistent link: https://www.econbiz.de/10003307257
Cover Image
High frequency trading and standard asset pricing models
Jarrow, Robert A. - In: Finance research letters 49 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
Cover Image
Efficient estimation of expected stock price returns
Madan, Dilip B. - In: Finance research letters 23 (2017), pp. 31-38
Persistent link: https://www.econbiz.de/10011808349
Cover Image
A generalized coherent risk measure : the firm's perspective
Jarrow, Robert A.; Purnanandam, Amiyatosh - In: Finance research letters 2 (2005) 1, pp. 23-29
Persistent link: https://www.econbiz.de/10002685600
Cover Image
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