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The role of ABSs, CDSs, and CDOs in the credit crisis and the economy
Jarrow, Robert A. - In: Rethinking the financial crisis, (pp. 210-234). 2012
Persistent link: https://www.econbiz.de/10009740997
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Problems with using CDS to infer default probabilities
Jarrow, Robert A. - In: The journal of fixed income 21 (2012) 4, pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
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Convenience yields
Jarrow, Robert A. - In: Review of derivatives research 13 (2010) 1, pp. 25-43
Persistent link: https://www.econbiz.de/10008695502
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Risk management models : construction, testing, usage
Jarrow, Robert A. - In: The journal of derivatives : the official publication … 18 (2011) 3, pp. 89-98
Persistent link: https://www.econbiz.de/10009229659
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Credit market equilibrium theory and evidence : revisiting the structural versus reduced form credit risk model debate
Jarrow, Robert A. - In: Finance research letters 8 (2011) 1, pp. 2-7
Persistent link: https://www.econbiz.de/10009272382
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Understanding the risk of leveraged ETFs
Jarrow, Robert A. - In: Finance research letters 7 (2010) 3, pp. 135-139
Persistent link: https://www.econbiz.de/10009272761
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A simple robust model for cat bond valuation
Jarrow, Robert A. - In: Finance research letters 7 (2010) 2, pp. 72-79
Persistent link: https://www.econbiz.de/10009272771
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Financial crises and economic growth
Jarrow, Robert A. - In: The quarterly review of economics and finance : journal … 54 (2014) 2, pp. 194-207
Persistent link: https://www.econbiz.de/10010466553
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Forward rate curve smoothing
Jarrow, Robert A. - In: Annual review of financial economics 6 (2014), pp. 443-458
Persistent link: https://www.econbiz.de/10010492496
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Financial derivatives pricing : selected works of Robert Jarrow
Jarrow, Robert A. - 2008
Persistent link: https://www.econbiz.de/10003765886