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MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL
Guo, Xin; Jarrow, Robert A.; Zeng, Yan - In: Mathematical finance : an international journal of … 19 (2009) 1, pp. 73-98
Persistent link: https://www.econbiz.de/10008160563
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Measuring the Risk of Default: A Modern Approach - Only a reduced-form approach to credit risk modeling allows a risk manager to manage risk with the speed and accuracy required.
Hilscher, Jens; Jarrow, Robert A.; Deventer, Donald R.Van - In: The RMA-journal 90 (2008) 10, pp. 70-75
Persistent link: https://www.econbiz.de/10008078352
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Credit Risk Models with Incomplete Information
Guo, Xin; Jarrow, Robert A.; Zeng, Yan - In: Mathematics of operations research 34 (2009) 2, pp. 320-332
Persistent link: https://www.econbiz.de/10008255209
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Distressed debt prices and recovery rate estimation
Guo, Xin; Jarrow, Robert A.; Lin, Haizhi - In: Review of derivatives research 11 (2008) 3, pp. 171-204
Persistent link: https://www.econbiz.de/10008268080
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Insights and Analysis of Current Events: The Subprime Credit Crisis of 2007
Crouhy, Michel G.; Jarrow, Robert A.; Turnbull, Stuart M. - In: The journal of derivatives : the official publication … 16 (2008) 1, pp. 81
Persistent link: https://www.econbiz.de/10008099502
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Tax liens: a novel application of asset pricing theory
Jarrow, Robert A.; Tyagi, Vikrant - In: Review of derivatives research 10 (2007) 2, pp. 181
Persistent link: https://www.econbiz.de/10007983325
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SYNTHETIC CDO EQUITY: Short or Long Correlation Risk?
Jarrow, Robert A.; Deventer, Donald R.van - In: The journal of fixed income 17 (2008) 4, pp. 31-41
Persistent link: https://www.econbiz.de/10007993113
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Operational risk
Jarrow, Robert A. - In: Journal of banking & finance 32 (2008) 5, pp. 870-879
Persistent link: https://www.econbiz.de/10007995455
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An Integrated Approach to the Hedging and Pricing of Eurodollar Derivatives
Jarrow, Robert A.; Turnbull, Stuart M. - In: The journal of risk and insurance : the journal of the … 64 (1997) 2, pp. 271-300
Persistent link: https://www.econbiz.de/10007369905
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A Markov Model for the Term Structure of Credit Risk Spreads
Jarrow, Robert A.; Lando, David; Turnbull, Stuart M. - In: The review of financial studies 10 (1997) 2, pp. 481
Persistent link: https://www.econbiz.de/10007373111