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An Integrated Approach to the...
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Option pricing theory
Theorie
207
Theory
206
CAPM
74
Credit risk
57
Kreditrisiko
55
Bubbles
52
Spekulationsblase
52
Börsenkurs
50
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Liquidität
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Risk premium
15
Zins
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14
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14
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English
43
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Jarrow, Robert A.
38
Turnbull, Stuart M.
10
Kwok, Simon Sai Man
3
Melino, Angelo
3
Jacquier, Eric
2
Lando, David
2
Amin, Kaushik I.
1
Carr, Peter
1
Chatterjea, Arkadev
1
Dengler, Heike
1
Deventer, Donald R. van
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Fusari, Nicola
1
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1
Hilscher, Jens
1
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1
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1
Lamichhane, Sujan
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Madan, Dilip B.
1
Myneni, Ravi
1
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1
Protter, Philip E.
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Review of derivatives research
4
Johnson School Research Paper Series
3
Finance research letters
2
Journal of econometrics
2
Annals of finance
1
Annual review of financial economics
1
Credit risk models and management
1
European finance review : the official journal of the European Finance Association
1
Finance
1
Financial engineering
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Johns Hopkins Carey Business School Research Paper
1
Journal of banking & finance
1
Journal of economic surveys
1
Journal of financial education
1
Journal of international money and finance
1
Journal of investment management : JOIM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Rodney L. White Center for Financial Research
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The Irwin series in finance
1
The financial review : the official publication of the Eastern Finance Association
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The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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1
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1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
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A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
;
Lando, David
;
Turnbull, Stuart M.
-
1994
Persistent link: https://www.econbiz.de/10000904137
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2
A unified approach for pricing contingent claims on multiple term structures
Jarrow, Robert A.
;
Turnbull, Stuart M.
-
1998
Persistent link: https://www.econbiz.de/10000986787
Saved in:
3
Pricing derivatives on financial securities subject to credit risk
Jarrow, Robert A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
1
,
pp. 53-85
Persistent link: https://www.econbiz.de/10001178320
Saved in:
4
An integrated approach to the hedging and pricing of Eurodollar derivatives
Jarrow, Robert A.
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
2
,
pp. 271-299
Persistent link: https://www.econbiz.de/10001227995
Saved in:
5
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 481-523
Persistent link: https://www.econbiz.de/10001220567
Saved in:
6
Interest rate digital options and range notes
Turnbull, Stuart M.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 92-101
Persistent link: https://www.econbiz.de/10001219428
Saved in:
7
Pricing foreign currency options with stochastic volatility
Melino, Angelo
;
Turnbull, Stuart M.
-
1988
Persistent link: https://www.econbiz.de/10000772329
Saved in:
8
Misspecification and the pricing and hedging of long-term foreign currency options
Melino, Angelo
- In:
Journal of international money and finance
14
(
1995
)
3
,
pp. 373-393
Persistent link: https://www.econbiz.de/10001187522
Saved in:
9
Pricing interest rate options
Jarrow, Robert A.
- In:
Finance
,
(pp. 251-272)
.
1995
Persistent link: https://www.econbiz.de/10001318013
Saved in:
10
Option pricing and market efficiency
Jarrow, Robert A.
- In:
The journal of portfolio management : a publication of …
40
(
2013
)
1
,
pp. 88-94
Persistent link: https://www.econbiz.de/10010246276
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