//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Review of derivatives research"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
MOPPING UP LlQUIDITY RISK - Pr...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
10
Theory
10
Option pricing theory
4
Optionspreistheorie
4
USA
4
United States
4
Credit risk
3
Kreditrisiko
3
Black-Scholes model
2
Black-Scholes-Modell
2
Derivat
2
Derivative
2
Firm value
2
Insolvency
2
Insolvenz
2
Unternehmenswert
2
Yield curve
2
Zinsstruktur
2
1980-2006
1
Arbitrage
1
Arbitrage-free models
1
Asset-liability management
1
Bank
1
Bank failure
1
Bank regulation
1
Bank risk
1
Bankenkrise
1
Bankenregulierung
1
Banking crisis
1
Bankinsolvenz
1
Bankrisiko
1
Basel Accord
1
Basler Akkord
1
Bid-ask spread
1
Bilanzstrukturmanagement
1
Bubbles
1
CAPM
1
Capital income
1
Capital structure
1
Catastrophic failure
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Jarrow, Robert A.
13
Cherian, Joseph
2
Dengler, Heike
1
Fung, Scott
1
Guo, Xin
1
Jacquier, Eric
1
Li, Hao
1
Li, Siguang
1
Lin, Haizhi
1
Oxman, Jeff
1
Protter, Philip E.
1
Purnanandam, Amiyatosh
1
Tsai, Shih-Chuan
1
Tyagi, Vikrant
1
Yildirim, Yildiray
1
more ...
less ...
Published in...
All
Review of derivatives research
Johnson School Research Paper Series
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Finance research letters
12
Journal of financial and quantitative analysis : JFQA
10
The journal of finance : the journal of the American Finance Association
10
Journal of financial economics
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Journal of banking & finance
8
Mathematics and financial economics
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Annual review of financial economics
7
Finance and stochastics
7
Review of Derivatives Research
7
The review of financial studies
7
Mathematical Finance
6
The quarterly journal of finance
6
International journal of theoretical and applied finance
5
Journal of Financial Economics
5
The journal of portfolio management : a publication of Institutional Investor
5
Economics letters
4
Finance and Stochastics
4
Journal of Financial and Quantitative Analysis
4
The journal of fixed income
4
Annals of finance
3
Finance
3
Finance Research Letters
3
Frontiers of mathematical finance : FMF
3
Journal of Banking & Finance
3
Journal of Finance
3
Journal of financial services research : JFSR
3
Papers / arXiv.org
3
Quantitative finance
3
Review of finance : journal of the European Finance Association
3
Risk : managing risk in the world's financial markets
3
The journal of corporate finance : contracting, governance and organization
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Advances in futures and options research : a research annual
2
Econometric Society 2004 North American Winter Meetings
2
Economics Letters
2
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Capital adequacy rules, catastrophic firm failure, and systemic risk
Jarrow, Robert A.
- In:
Review of derivatives research
16
(
2013
)
3
,
pp. 219-231
Persistent link: https://www.econbiz.de/10010222969
Saved in:
2
Options markets, self-fulfilling prophecies, and implied volatilities
Cherian, Joseph
- In:
Review of derivatives research
2
(
1998
)
1
,
pp. 5-37
Persistent link: https://www.econbiz.de/10001250192
Saved in:
3
Option pricing using a binomial model with random time steps (a formal model of gamma hedging)
Dengler, Heike
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 107-138
Persistent link: https://www.econbiz.de/10001218120
Saved in:
4
Convenience yields
Jarrow, Robert A.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 25-43
Persistent link: https://www.econbiz.de/10008695502
Saved in:
5
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:
6
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
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
A model of the convenience yields in on-the-run treasuries
Cherian, Joseph
;
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 79-97
Persistent link: https://www.econbiz.de/10003153974
Saved in:
9
The valuation of a firm's investment opportunities : a reduced form credit risk perspective
Jarrow, Robert A.
;
Purnanandam, Amiyatosh
- In:
Review of derivatives research
10
(
2007
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10003705843
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->