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~person:"Altman, Edward I."
~person:"He, Zhiguo"
~person:"Jarrow, Robert A."
~source:"econis"
~subject:"Kreditrisiko"
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Kreditrisiko
Credit risk
110
Theorie
57
Theory
57
Credit rating
27
Insolvency
27
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27
Kreditwürdigkeit
27
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109
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1
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Altman, Edward I.
He, Zhiguo
Jarrow, Robert A.
Ongena, Steven
101
Acharya, Viral V.
60
Lucas, André
58
Peydró, José-Luis
50
Rösch, Daniel
50
Agarwal, Sumit
46
Koopman, Siem Jan
43
Schuermann, Til
43
Saunders, Anthony
41
Gambacorta, Leonardo
40
Brigo, Damiano
39
Capponi, Agostino
38
Fabozzi, Frank J.
38
Giesecke, Kay
38
Hasan, Iftekhar
36
Scheule, Harald
36
Schwaab, Bernd
35
Monfort, Alain
34
Caporale, Guglielmo Maria
33
Gilchrist, Simon
33
Gouriéroux, Christian
33
Tang, Dragon Yongjun
32
Longstaff, Francis A.
31
Duffie, Darrell
30
Roesch, Daniel
30
Jiménez, Gabriel
29
Krahnen, Jan Pieter
29
Renne, Jean-Paul
29
Shin, Hyun Song
29
Tarashev, Nikola A.
29
Allen, David E.
28
Berger, Allen N.
28
Jokivuolle, Esa
28
Hamerle, Alfred
27
Mayordomo, Sergio
27
Memmel, Christoph
27
Santos, João A. C.
27
Subrahmanyam, Marti G.
27
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10
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9
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7
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6
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5
The journal of credit risk : published quarterly by Incisive Media
4
The journal of fixed income
3
The review of financial studies
3
Credit risk models and management
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
Finance research letters
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International journal of banking, accounting and finance
2
Journal of financial management, markets and institutions
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
2
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Advances in credit risk modelling and corporate bankruptcy prediction
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Annals of Applied Probability, Forthcoming
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Credit risk : models, derivatives, and management
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Emerging market capital flows : proceedings of a conference held at the Stern School of Business, New York Univ. on May 23-24, 1996
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
Finance and stochastics
1
Frontiers in credit risk : concepts and techniques for applied credit risk measurement
1
GLO discussion paper
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Global finance journal
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Managing and measuring risk : emerging global standards and regulation after the financial crisis
1
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ECONIS (ZBW)
USB Cologne (business full texts)
6
USB Cologne (EcoSocSci)
3
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1
The economic foundations of risk management : theory, practice, and applications
Jarrow, Robert A.
-
2017
Persistent link: https://www.econbiz.de/10011569703
Saved in:
2
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
Saved in:
3
Managing credit risk : the next great financial challenge
Caouette, John B.
;
Altman, Edward I.
;
Narayanan, Paul
-
1998
Persistent link: https://www.econbiz.de/10000657872
Saved in:
4
The link between default and recovery rates : theory, empirical evidence, and implications
Altman, Edward I.
;
Brady, Brooks
;
Resti, Andrea
; …
- In:
Credit risk : models, derivatives, and management
,
(pp. 211-234)
.
2008
Persistent link: https://www.econbiz.de/10003718478
Saved in:
5
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
Saved in:
6
Financial derivatives pricing : selected works of Robert Jarrow
Jarrow, Robert A.
-
2008
Persistent link: https://www.econbiz.de/10003765886
Saved in:
7
The subprime credit crisis of 2007
Crouhy, Michel
;
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 81-110
Persistent link: https://www.econbiz.de/10003771466
Saved in:
8
Estimating default probabilities implicit in equity prices
Janosi, Tibor
;
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The credit market handbook : advanced modeling issues
,
(pp. 1-38)
.
2006
Persistent link: https://www.econbiz.de/10003338037
Saved in:
9
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:
10
Modeling the recovery rate in a reduced form model
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 73-97
Persistent link: https://www.econbiz.de/10003818346
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