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Guo, Xin
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Jarrow, Robert A
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The journal of fixed income
2
Asia Pacific business review
1
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OLC EcoSci
RePEc
5,763
ECONIS (ZBW)
53
Other ZBW resources
5
USB Cologne (EcoSocSci)
1
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1
A SIMPLE, TRANSPARENT, AND ACCURATE MORTGAGE VALUATION YIELD CURVE
Jarrow, Robert A
;
van Deventer, Donald R
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 37-44
Persistent link: https://www.econbiz.de/10010066952
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2
RISK MANAGEMENT MODELS: Construction, Testing, Usage
Jarrow, Robert A
- In:
The journal of derivatives : the official publication …
18
(
2011
)
4
,
pp. 89-89
Persistent link: https://www.econbiz.de/10009137861
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3
PROBLEMS WITH USING CDS TO INFER DEFAULT PROBABILITIES
Jarrow, Robert A
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 6-13
Persistent link: https://www.econbiz.de/10009995883
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4
PORTFOLIO MANAGEMENT ACTIVE PORTFOLIO MANAGEMENT AND POSITIVE ALPHAS: Fact or Fantasy?
Jarrow, Robert A
- In:
The journal of portfolio management : a publication of …
36
(
2010
)
4
,
pp. 17-24
Persistent link: https://www.econbiz.de/10008445487
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5
Irreversible investment with regime shifts
Guo, Xin
;
Miao, Jianjun
;
Morellec, Erwan
- In:
Journal of economic theory
122
(
2005
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10007642991
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6
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. 73-98
Persistent link: https://www.econbiz.de/10008160563
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7
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/10008255209
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8
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/10008268080
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9
GRAPHICAL MODELS FOR CORRELATED DEFAULTS
Filiz, Ismail Onur
;
Guo, Xin
;
Morton, Jason
;
Sturmfels, …
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 621-645
Persistent link: https://www.econbiz.de/10010012281
Saved in:
10
The antecedents and consequences of commitment in bank-corporate relationships: evidence from the Chinese banking market
Guo, Xin
;
Duff, Angus
;
Hair, Mario
- In:
Asia Pacific business review
16
(
2010
)
3
,
pp. 395-417
Persistent link: https://www.econbiz.de/10008440179
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