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~subject:"Insolvency"
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Practical usage of credit risk...
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Insolvency
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Jarrow, Robert A.
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Deventer, Donald R. van
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Lin, Haizhi
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Johnson School Research Paper Series
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ECONIS (ZBW)
13
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1
The impact of heuristics on the practice of risk management : the example of default probabilities
Deventer, Donald R. van
;
Zimmermann, Tom
- In:
Journal of risk management in financial institutions
7
(
2014
)
2
,
pp. 153-160
Persistent link: https://www.econbiz.de/10010360519
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2
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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3
The economics of insurance : a derivatives-based approach
Jarrow, Robert A.
- In:
Annual review of financial economics
13
(
2021
),
pp. 79-110
Persistent link: https://www.econbiz.de/10012612499
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4
A credit spread decomposition : a resolution of the credit spread puzzle
Jarrow, Robert A.
-
2024
Persistent link: https://www.econbiz.de/10015399494
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5
Counterparty risk and the pricing of defaultable securities
Jarrow, Robert A.
;
Yu, Fan
- In:
The journal of finance : the journal of the American …
56
(
2001
)
5
,
pp. 1765-1799
Persistent link: https://www.econbiz.de/10001615429
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6
Put option premiums and coherent risk measures
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 135-142
Persistent link: https://www.econbiz.de/10001686241
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7
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
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8
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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9
The economic default time and the arcsine law
Guo, Xin
;
Jarrow, Robert A.
;
Larrard, Adrien de
- In:
Journal of financial engineering
1
(
2014
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010508010
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10
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. 73-97
Persistent link: https://www.econbiz.de/10003818346
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