Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Model Error in Contingent Clai...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
Theorie
176
Theory
176
CAPM
66
Bubbles
42
Börsenkurs
42
Share price
42
Spekulationsblase
42
Derivat
41
Derivative
41
Credit risk
38
Portfolio selection
37
Portfolio-Management
37
Kreditrisiko
36
Option pricing theory
36
Optionspreistheorie
36
Yield curve
33
Zinsstruktur
33
economic models
32
prices
29
Arbitrage
26
stock market
25
United States
24
Risiko
22
Risk
22
financial market
21
FINANCIAL MARKET
19
Volatility
19
Volatilität
19
Kapitalmarkttheorie
17
Financial economics
16
Incomplete market
16
Stochastic process
16
Stochastischer Prozess
16
Unvollkommener Markt
16
information
16
Martingal
15
Martingale
15
investments
15
Capital income
14
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
23
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Aufsatz im Buch
2
Book section
2
Language
All
English
24
Author
All
Jarrow, Robert A.
23
Yildirim, Yildiray
5
Chatterjea, Arkadev
2
Heath, David C.
2
Li, Hao
2
Amin, Kaushik I.
1
Chava, Sudheer
1
Christopoulos, Andreas D.
1
Deventer, Donald R. van
1
Dupuis, Debbie
1
Guo, Xin
1
Jacquier, Eric
1
Janosi, Tibor
1
Li, Haitao
1
Li, Li
1
Lin, Haizhi
1
Madan, Dilip B.
1
Mesler, Mark
1
Morton, Andrew J.
1
Neal, Robert S.
1
O'Hara, Maureen
1
Oldfield, George S.
1
Oxman, Jeff
1
Papageorgiou, Nicolas
1
Protter, Philip E.
1
Rémillard, Bruno
1
Tyagi, Vikrant
1
Warachka, M.
1
Zhao, Feng
1
Zullo, Ferdinando
1
Çetin, U.
1
more ...
less ...
Published in...
All
Review of derivatives research
4
Journal of financial and quantitative analysis : JFQA
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
Advances in futures and options research : a research annual
1
Annual review of financial economics
1
European finance review : the official journal of the European Finance Association
1
Johnson School Research Paper
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Rethinking the financial crisis
1
Review of finance : journal of the European Finance Association
1
Review of futures markets
1
The definitive guide to CDOs : market, application, valuation and hedging
1
The journal of business : B
1
The journal of fixed income
1
The journal of futures markets
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Empirical evidence on the dependence of credit default swaps and equity prices
Dupuis, Debbie
;
Jacquier, Eric
;
Papageorgiou, Nicolas
; …
- In:
The journal of futures markets
29
(
2009
)
8
,
pp. 695-712
Persistent link: https://www.econbiz.de/10003899237
Saved in:
2
An empirical analysis of the Jarrow-van Deventer model for valuing non-maturity demand deposits
Janosi, Tibor
;
Jarrow, Robert A.
;
Zullo, Ferdinando
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 8-31
Persistent link: https://www.econbiz.de/10001432461
Saved in:
3
Is mean-variance analysis vacuous : or was beta still born?
Jarrow, Robert A.
- In:
European finance review : the official journal of the …
1
(
1997
)
1
,
pp. 15-30
Persistent link: https://www.econbiz.de/10001244804
Saved in:
4
Market manipulation, price bubbles, and a model of the US Treasury securities auction market
Chatterjea, Arkadev
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
2
,
pp. 255-289
Persistent link: https://www.econbiz.de/10001246906
Saved in:
5
Ex-dividend stock price behavior and arbitrage opportunities
Heath, David C.
- In:
The journal of business : B
61
(
1988
)
1
,
pp. 95-108
Persistent link: https://www.econbiz.de/10001044862
Saved in:
6
Primes and scores : an essay on market imperfections
Jarrow, Robert A.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1263-1287
Persistent link: https://www.econbiz.de/10001080359
Saved in:
7
Forward options and futures options
Jarrow, Robert A.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 15-28
Persistent link: https://www.econbiz.de/10001081740
Saved in:
8
Pricing options on risky assets in a stochastic interest rate economy
Amin, Kaushik I.
- In:
Mathematical finance : an international journal of …
2
(
1992
)
4
,
pp. 217-237
Persistent link: https://www.econbiz.de/10001143979
Saved in:
9
Pricing treasury inflation protected securities and related derivatives using an HJM model
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001766868
Saved in:
10
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
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
