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CMBS market efficiency : the c...
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415
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89
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34
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33
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26
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23
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13
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351
Large traders, hidden arbitrage, and complete markets
Jarrow, Robert
;
Protter, Philip
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2803-2820
Persistent link: https://www.econbiz.de/10005880124
Saved in:
352
CREDIT RISK: The determinants of corporate credit spreads - Credit default swaps (CDSS) are an integral tool used for the management of credit risk by financial institutions. Despite their importance, good models for the determination of CDS spreads, also called corporate credit spreads, are not readily available, The authors provide such a model.
Jarrow, Robert
;
Li, Li
;
Mesler, Mark
;
Deventer, Donald van
- In:
Risk : managing risk in the world's financial markets
20
(
2007
)
9
,
pp. 134-137
Persistent link: https://www.econbiz.de/10007797229
Saved in:
353
Market Pricing of Deposit Insurance
Duffie, Darrell
;
Jarrow, Robert
;
Purnanandam, Amiyatosh
; …
- In:
Journal of financial services research : JFSR
24
(
2003
)
2
,
pp. 93-120
Persistent link: https://www.econbiz.de/10007030278
Saved in:
354
MOPPING UP LlQUIDITY RISK - Presenting the economic arguments behind a more quantitative approach to liquidity risk, an ugly fact of life that many risk managers prefer to manage on an ad hoc basis
Jarrow, Robert
;
Subramanian, Ajay
- In:
Risk : managing risk in the world's financial markets
10
(
1997
)
12
,
pp. 170-175
Persistent link: https://www.econbiz.de/10007066156
Saved in:
355
WHEN SWAPS ARE DROPPED - What happens to swap rates when default risk is included?
Jarrow, Robert
;
Turnbull, Stuart
- In:
Risk : managing risk in the world's financial markets
10
(
1997
)
5
,
pp. 70-76
Persistent link: https://www.econbiz.de/10007069834
Saved in:
356
DISEASE OR CURE? How much-maligned power swaps can prove their worth in hedging commercial banks' interest rate risks.
Jarrow, Robert
;
Deventer, Donald van
- In:
Risk : managing risk in the world's financial markets
9
(
1996
)
2
,
pp. 54-58
Persistent link: https://www.econbiz.de/10007078559
Saved in:
357
Interest Rate Caps "Smile" Too! But Can the LIBOR Market Models Capture the Smile?
Jarrow, Robert
;
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 345-382
Persistent link: https://www.econbiz.de/10007396566
Saved in:
358
Credit rating accuracy and incentives
Jarrow, Robert
;
Xu, Liheng
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
3
,
pp. 133-151
Persistent link: https://www.econbiz.de/10009932489
Saved in:
359
Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert
;
Kchia, Younes
;
Larsson, Martin
; …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10010091556
Saved in:
360
POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE
Jarrow, Robert
;
Protter, Philip
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 39-56
Persistent link: https://www.econbiz.de/10010063813
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