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USA
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Jarrow, Robert A.
23
Yildirim, Yildiray
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Heath, David C.
2
Li, Hao
2
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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
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1
Rethinking the financial crisis
1
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The definitive guide to CDOs : market, application, valuation and hedging
1
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ECONIS (ZBW)
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1
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
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2
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
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3
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:
4
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
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5
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
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6
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
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7
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
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8
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
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9
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:
10
Contingent claim valuation with a random evolution of interest rates
Heath, David C.
- In:
Review of futures markets
9
(
1990
)
1
,
pp. 54-76
Persistent link: https://www.econbiz.de/10001102029
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