//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Jarrow, Robert A."
~person:"Schwaab, Bernd"
~source:"econis"
~subject:"Asset-Backed Securities"
~subject:"Kreditrisiko"
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
Worst-Case Analysen des Ausfal...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Asset-Backed Securities
Kreditrisiko
Credit risk
67
Theorie
37
Theory
37
Financial crisis
15
Finanzkrise
15
Welt
13
World
13
Portfolio selection
12
Portfolio-Management
12
Estimation
11
Schätzung
11
USA
11
United States
11
Forecasting model
10
Prognoseverfahren
10
Factor analysis
9
Faktorenanalyse
9
Insolvency
9
Insolvenz
9
Derivat
8
Derivative
8
EU countries
8
EU-Staaten
8
Panel
8
Panel study
8
Risikomanagement
8
Risk management
8
State space model
8
Swap
8
Zustandsraummodell
8
Country risk
7
Länderrisiko
7
Systemic risk
7
Systemrisiko
6
Bank risk
5
Bankrisiko
5
Option pricing theory
5
Optionspreistheorie
5
Yield curve
5
more ...
less ...
Online availability
All
Free
30
Undetermined
3
Type of publication
All
Book / Working Paper
36
Article
31
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Graue Literatur
22
Non-commercial literature
22
Arbeitspapier
21
Working Paper
21
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Case study
1
Collection of articles written by one author
1
Fallstudie
1
Hochschulschrift
1
Sammlung
1
Systematic review
1
Thesis
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
67
Author
All
Jarrow, Robert A.
Schwaab, Bernd
Ongena, Steven
101
Acharya, Viral V.
60
Lucas, André
58
Altman, Edward I.
52
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
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
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
11
Working paper series / European Central Bank
7
ECB Working Paper
5
The journal of fixed income
3
Credit risk models and management
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
2
Annals of Applied Probability, Forthcoming
1
Annual review of financial economics
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
Finance and stochastics
1
Finance research letters
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial engineering
1
Journal of financial services research : JFSR
1
Journal of monetary economics
1
Journal of risk management in financial institutions
1
Mathematics of operations research
1
Research series / Universiteit van Amsterdam
1
Sveriges Riksbank working paper series
1
The credit market handbook : advanced modeling issues
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of economics and statistics
1
The review of financial studies
1
Tinbergen Institute Discussion Paper 10-004/2
1
Tinbergen Institute Discussion Paper 10-104/DSF 2
1
Tinbergen Institute Discussion Paper 11-042/DSF 16
1
Tinbergen Institute research series
1
Working paper // Research program / School of Business, Queen's University
1
Working papers / Bank for International Settlements
1
more ...
less ...
Source
All
ECONIS (ZBW)
EconStor
4
Showing
1
-
10
of
67
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
Financial derivatives pricing : selected works of Robert Jarrow
Jarrow, Robert A.
-
2008
Persistent link: https://www.econbiz.de/10003765886
Saved in:
5
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:
6
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:
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
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
Saved in:
9
Credit risk models with incomplete information
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematics of operations research
34
(
2009
)
2
,
pp. 320-332
Persistent link: https://www.econbiz.de/10003870282
Saved in:
10
Information reduction via level crossings in a credit risk model
Jarrow, Robert A.
;
Protter, Philip E.
;
Sezer, A. Deniz
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 195-212
Persistent link: https://www.econbiz.de/10003439757
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->