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Credit risk
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52
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Jarrow, Robert A.
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4
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3
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2
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2
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2
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Review of derivatives research
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3
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Finance research letters
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International journal of theoretical and applied finance
2
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2
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1
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1
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ECONIS (ZBW)
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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
Saved in:
2
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:
3
Probability of no default for a microloan under uncertainty
Andam, Perpetual Saah
;
Protter, Philip E.
- In:
Annals of finance
20
(
2024
)
4
,
pp. 521-528
Persistent link: https://www.econbiz.de/10015188765
Saved in:
4
Capital adequacy rules, catastrophic firm failure, and systemic risk
Jarrow, Robert A.
- In:
Review of derivatives research
16
(
2013
)
3
,
pp. 219-231
Persistent link: https://www.econbiz.de/10010222969
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5
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
Saved in:
6
Credit risk models
Jarrow, Robert A.
- In:
Annual review of financial economics
1
(
2009
),
pp. 37-68
Persistent link: https://www.econbiz.de/10003924491
Saved in:
7
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
Saved in:
8
Credit market equilibrium theory and evidence : revisiting the structural versus reduced form credit risk model debate
Jarrow, Robert A.
- In:
Finance research letters
8
(
2011
)
1
,
pp. 2-7
Persistent link: https://www.econbiz.de/10009272382
Saved in:
9
Financial crises and economic growth
Jarrow, Robert A.
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
2
,
pp. 194-207
Persistent link: https://www.econbiz.de/10010466553
Saved in:
10
Financial derivatives pricing : selected works of Robert Jarrow
Jarrow, Robert A.
-
2008
Persistent link: https://www.econbiz.de/10003765886
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