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An Integrated Approach to the...
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Jarrow, Robert A.
34
Jarrow, Robert
24
Turnbull, Stuart M.
14
Protter, Philip
6
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4
Turnbull, Stuart
4
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Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Journal of banking & finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Finance and stochastics
4
Review of derivatives research
4
Risk : managing risk in the world's financial markets
4
The journal of finance : the journal of the American Finance Association
4
Economic notes : economic review of Banca Monte dei Paschi di Siena
3
Journal of financial and quantitative analysis : JFQA
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The journal of fixed income
3
Financial management
2
Journal of empirical finance
2
Journal of financial services research : JFSR
2
The journal of credit risk : published quarterly by Incisive Media
2
The review of financial studies
2
Financial analysts' journal : FAJ
1
Financial markets, institutions & instruments
1
Journal of financial economics
1
Journal of financial education
1
Journal of international money and finance
1
Journal of the American Statistical Association : JASA
1
Mathematics of operations research
1
Review of quantitative finance and accounting
1
The RMA-journal
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of financial research : a publ. of the School of Business Administration, Georgetown University
1
The journal of portfolio management : a publication of Institutional Investor
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
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OLC EcoSci
ECONIS (ZBW)
386
RePEc
114
USB Cologne (EcoSocSci)
10
Other ZBW resources
7
EconStor
2
BASE
1
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WHEN SWAPS ARE DROPPED - What happens to swap rates when default risk is included?
Jarrow, Robert
;
Turnbull, Stuart
- In:
Risk : managing risk in the world's financial markets
10
(
1997
)
5
,
pp. 70-76
Persistent link: https://www.econbiz.de/10007069834
Saved in:
2
Insights and Analysis of Current Events: The Subprime Credit Crisis of 2007
Crouhy, Michel G.
;
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
The journal of derivatives : the official publication …
16
(
2008
)
1
,
pp. 81
Persistent link: https://www.econbiz.de/10008099502
Saved in:
3
An Integrated Approach to the Hedging and Pricing of Eurodollar Derivatives
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
2
,
pp. 271-300
Persistent link: https://www.econbiz.de/10007369905
Saved in:
4
A Markov Model for the Term Structure of Credit Risk Spreads
Jarrow, Robert A.
;
Lando, David
;
Turnbull, Stuart M.
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 481
Persistent link: https://www.econbiz.de/10007373111
Saved in:
5
A Unified Approach for Pricing Contingent Claims on Multiple Term Structures
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Review of quantitative finance and accounting
10
(
1998
)
1
,
pp. 5-20
Persistent link: https://www.econbiz.de/10007194157
Saved in:
6
Pricing Derivatives on Financial Securities Subject to Credit Risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
1
,
pp. 53-86
Persistent link: https://www.econbiz.de/10006595096
Saved in:
7
Measuring and managing risk in innovative financial instruments
Turnbull, Stuart M.
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
2
,
pp. 87-114
Persistent link: https://www.econbiz.de/10009932466
Saved in:
8
The credit rating process and estimation of transition probabilities: A Bayesian approach
Stefanescu, Catalina
;
Tunaru, Radu
;
Turnbull, Stuart
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 216-234
Persistent link: https://www.econbiz.de/10008172662
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9
Modeling the Loss Distribution
Chava, Sudheer
;
Stefanescu, Catalina
;
Turnbull, Stuart
- In:
Management science : journal of the Institute for …
57
(
2011
)
7
,
pp. 1267-1288
Persistent link: https://www.econbiz.de/10009177057
Saved in:
10
The credit rating process and estimation of transition probabilities: A Bayesian approach
Stefanescu, Catalina
;
Tunaru, Radu
;
Turnbull, Stuart
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 216-235
Persistent link: https://www.econbiz.de/10008896131
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