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In honor of the Nobel laureates Robert C. Merton and Myron S. Scholes : a partial differential equation that changed the world

Jarrow, Robert A. - 2007

Persistent link: https://www.econbiz.de/10003466764

A critique of revised Basel II

Jarrow, Robert A. - In: Journal of financial services research : JFSR 32 (2007) 1/2, pp. 1-16

Persistent link: https://www.econbiz.de/10003576332

Risky coupon bonds as a portfolio of zero-coupon bonds

Jarrow, Robert A. - In: Finance research letters 1 (2004) 2, pp. 100-105

Persistent link: https://www.econbiz.de/10003307257

Operational risk

Jarrow, Robert A. - In: Journal of banking & finance 32 (2008) 5, pp. 870-879

Persistent link: https://www.econbiz.de/10003702814

Asset price bubbles and risk management

Jarrow, Robert A. - In: Journal of risk 20 (2017/2018) 1, pp. 59-76

Persistent link: https://www.econbiz.de/10011847429

Continuous-time asset pricing theory : a martingale-based approach

Jarrow, Robert A. - 2021 - Second edition

Persistent link: https://www.econbiz.de/10012584017

Modeling fixed income securities and interest rate options

Jarrow, Robert A. - 2020 - Third edition

"The third edition of this popular textbook offers several new updates. The book presents the basics of fixed-income securities. It requires a minimum of prerequisites. The author presents a coherent theoretical framework for understanding all basic models. The author's pricing model is widely...

Persistent link: https://www.econbiz.de/10012098809

The economics of insurance : a derivatives-based approach

Jarrow, Robert A. - In: Annual review of financial economics 13 (2021), pp. 79-110

Persistent link: https://www.econbiz.de/10012612499

A credit spread decomposition : a resolution of the credit spread puzzle

Jarrow, Robert A. - 2024

Persistent link: https://www.econbiz.de/10015399494

Finance theory

Jarrow, Robert A. - 1988

Persistent link: https://www.econbiz.de/10013475115

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