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CMBS market efficiency : the c...
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Theorie
187
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50
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Jarrow, Robert A.
415
Jarrow, Robert
89
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34
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33
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26
Turnbull, Stuart M.
23
Chatterjea, Arkadev
13
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13
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10
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9
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9
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7
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6
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5
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4
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4
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24
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
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17
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13
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13
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13
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11
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6
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Advances in futures and options research : a research annual
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ECONIS (ZBW)
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9
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7
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451
VALUING DEFAULT SWAPS UNDER MARKET AND CREDIT RISK CORRELATION
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2002
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10007167619
Saved in:
452
A Unified Approach for Pricing Contingent Claims on Multiple Term Structures
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Review of quantitative finance and accounting
10
(
1998
)
1
,
pp. 5-20
Persistent link: https://www.econbiz.de/10007194157
Saved in:
453
Modelling Fixed Income Securities and Interest Rate Options
Jarrow, Robert A.
;
Rich, Don
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1978-1979
Persistent link: https://www.econbiz.de/10007320936
Saved in:
454
THE MEANING OF MARKET EFFICIENCY
Jarrow, Robert A.
;
Larsson, Martin
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009822576
Saved in:
455
A Reduced‐Form Model for Warrant Valuation
Jarrow, Robert A.
;
Trautmann, Siegfried
- In:
The financial review : the official publication of the …
46
(
2011
)
3
,
pp. 413-426
Persistent link: https://www.econbiz.de/10009178221
Saved in:
456
The dangers of calibration and hedging the Greeks in option pricing
Chatterjea, Arkadev
;
Jarrow, Robert A.
- In:
Journal of financial education
38
(
2012
)
1/2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10010029179
Saved in:
457
The cost of operational risk loss insurance
Jarrow, Robert A.
;
Oxman, Jeff
;
Yildirim, Yildiray
- In:
Review of derivatives research
13
(
2010
)
3
,
pp. 273-296
Persistent link: https://www.econbiz.de/10008638174
Saved in:
458
Operational risk
Jarrow, Robert A.
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 870-880
Persistent link: https://www.econbiz.de/10008883942
Saved in:
459
An autoregrassive jump process for common stock returns
Oldfield jr., George S.
;
Rogalski, Richard J
;
Jarrow, …
- In:
Journal of financial economics
5
(
1977
)
3
,
pp. 389-418
Persistent link: https://www.econbiz.de/10002595028
Saved in:
460
Pricing derivatives on financial securities subject to credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Credit risk models and management
,
(pp. 333-374)
.
2004
Persistent link: https://www.econbiz.de/10002432611
Saved in:
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