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The intersection of market and credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - In: Journal of banking & finance 24 (2000) 1/2, pp. 271-299
Persistent link: https://www.econbiz.de/10001432993
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Credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - 1995
Persistent link: https://www.econbiz.de/10000985913
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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
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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
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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
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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
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Derivative securities
Jarrow, Robert A.; Turnbull, Stuart M. - 1996
Persistent link: https://www.econbiz.de/10000966002
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Capital allocation and risk performance measurement in a financial institution
Turnbull, Stuart M. - In: Financial markets, institutions & instruments 9 (2000) 5, pp. 325-357
Persistent link: https://www.econbiz.de/10001537792
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Pricing foreign currency options with stochastic volatility
Melino, Angelo - In: Journal of econometrics 45 (1990) 1, pp. 239-265
Persistent link: https://www.econbiz.de/10001332073
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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