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A Markov model for the term structure of credit risk spreads
Jarrow, Robert A. - In: The review of financial studies 10 (1997) 2, pp. 481-523
Persistent link: https://www.econbiz.de/10001220567
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The intersection of market and credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - In: Journal of banking & finance 24 (2000) 1/2, pp. 271-299
Persistent link: https://www.econbiz.de/10001432993
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Default risk and diversification : theory and empirical implications
Jarrow, Robert A.; Lando, David; Yu, Fan - In: Mathematical finance : an international journal of … 15 (2005) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10002582739
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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
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Credit risk models
Jarrow, Robert A. - In: Annual review of financial economics 1 (2009), pp. 37-68
Persistent link: https://www.econbiz.de/10003924491
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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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Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas; Jarrow, Robert A.; Protter, Philip E. - In: International journal of theoretical and applied finance 15 (2012) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
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A leverage ratio rule for capital adequacy
Jarrow, Robert A. - In: Journal of banking & finance 37 (2013) 3, pp. 973-976
Persistent link: https://www.econbiz.de/10009708725
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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
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A critique of revised Basel II
Jarrow, Robert A. - In: Journal of financial services research : JFSR 32 (2007) 1/2, pp. 1-16
Persistent link: https://www.econbiz.de/10003576332