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Jarrow, Robert A.
34
Yildirim, Yildiray
15
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5
Chatterjea, Arkadev
4
Guo, Xin
3
Huang, Hongming
3
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3
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2
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2
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Journal of banking & finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Review of derivatives research
5
The journal of real estate finance and economics
5
Journal of financial and quantitative analysis : JFQA
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of finance : the journal of the American Finance Association
3
Finance and stochastics
2
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2
The review of financial studies
2
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1
Journal of financial education
1
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1
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1
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1
Review of quantitative finance and accounting
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Risk : managing risk in the world's financial markets
1
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1
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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
Saved in:
2
The cost of operational risk loss insurance
Jarrow, Robert A.
;
Oxman, Jeff
;
Yildirim, Yildiray
- In:
Review of derivatives research
13
(
2010
)
3
,
pp. 273-296
Persistent link: https://www.econbiz.de/10008638174
Saved in:
3
An Empirical Analysis of the Jarrow-van Deventer Model for Valuing Non-Maturity Demand Deposits
Janosi, Tibor
;
Jarrow, Robert
;
Zullo, Ferdinando
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 8-31
Persistent link: https://www.econbiz.de/10005965390
Saved in:
4
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model
Jarrow, Robert
;
Yildirim, Yildiray
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 337-358
Persistent link: https://www.econbiz.de/10006694526
Saved in:
5
How Valuable is Credit Card Lending?
Chatterjea, Arkadev
;
Jarrow, Robert
;
Neal, Robert
; …
- In:
The journal of derivatives : the official publication …
11
(
2003
)
2
,
pp. 39-52
Persistent link: https://www.econbiz.de/10005930426
Saved in:
6
Dynamic Correlations Among Asset Classes: REIT and Stock Returns
Case, Bradford
;
Yang, Yawei
;
Yildirim, Yildiray
- In:
The journal of real estate finance and economics
44
(
2012
)
3
,
pp. 298-319
Persistent link: https://www.econbiz.de/10009841927
Saved in:
7
The dynamics of operational loss clustering
Chernobai, Anna
;
Yildirim, Yildiray
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2655-2666
Persistent link: https://www.econbiz.de/10008141149
Saved in:
8
Brief communication - Valuing Tips bond futures with the Jarrow-Yildirim model - The authors apply the Jarrow-Yildirim model to derive a closed-form solution for Treasury inflation-protected securities (Tips) futures. With the issuance of inflation-protected bonds and the impact of inflation on financial markets, Tips bond futures are expected to be issued to hedge the market risk of Tips bonds. ...
Huang, Hongming
;
Yildirim, Yildiray
- In:
Risk : managing risk in the world's financial markets
21
(
2008
)
6
,
pp. 101-103
Persistent link: https://www.econbiz.de/10008070337
Saved in:
9
Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring
Yildirim, Yildiray
- In:
The journal of real estate finance and economics
37
(
2008
)
2
,
pp. 93-112
Persistent link: https://www.econbiz.de/10008075059
Saved in:
10
Commercial Mortgage-Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information
Christopoulos, Andreasd
;
Jarrow, Roberta
;
Yildirim, Yildiray
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
3
,
pp. 441-498
Persistent link: https://www.econbiz.de/10008083756
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