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Unresolved issues in modeling credit-risky assets
Turnbull, Stuart M. - In: The journal of fixed income 15 (2005) 1, pp. 68-87
Persistent link: https://www.econbiz.de/10003018899
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Problems with using CDS to infer default probabilities
Jarrow, Robert A. - In: The journal of fixed income 21 (2012) 4, pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
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Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.; Yildirim, Yildiray - In: The journal of fixed income 11 (2001) 4, pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
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A simple, transparent, and accurate mortgage valuation yield curve
Jarrow, Robert A.; Deventer, Donald R. van - In: The journal of fixed income 22 (2013) 3, pp. 37-44
Persistent link: https://www.econbiz.de/10009711232
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Synthetic CDO equity : short or long correlation risk?
Jarrow, Robert A.; Deventer, Donald R. van - In: The journal of fixed income 17 (2007) 4, pp. 31-41
Persistent link: https://www.econbiz.de/10003729808
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UNRESOLVED ISSUES IN MODELING CREDIT-RISKY ASSETS
Turnbull, Stuart M. - In: The journal of fixed income 15 (2005) 1, pp. 68-87
Persistent link: https://www.econbiz.de/10007149130
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SYNTHETIC CDO EQUITY: Short or Long Correlation Risk?
Jarrow, Robert A.; Deventer, Donald R.van - In: The journal of fixed income 17 (2008) 4, pp. 31-41
Persistent link: https://www.econbiz.de/10007993113
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VALUING DEFAULT SWAPS UNDER MARKET AND CREDIT RISK CORRELATION
Jarrow, Robert A.; Yildirim, Yildiray - In: The journal of fixed income 11 (2002) 4, pp. 7-19
Persistent link: https://www.econbiz.de/10007167619