//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Structural vs Reduced Form Mod...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
195
Theory
195
CAPM
64
Bubbles
53
Spekulationsblase
53
Börsenkurs
51
Share price
51
Credit risk
44
Derivat
43
Derivative
43
Optionspreistheorie
43
Kreditrisiko
42
Option pricing theory
42
Portfolio selection
41
Portfolio-Management
41
Yield curve
32
Zinsstruktur
32
Arbitrage
27
USA
23
United States
23
Martingal
21
Martingale
21
Kapitalmarkttheorie
20
Risiko
20
Risk
20
Financial economics
18
Financial market
17
Finanzmarkt
17
Incomplete market
17
Unvollkommener Markt
17
Liquidity
16
Liquidität
15
Financial crisis
14
Finanzkrise
14
Zins
14
Anleihe
13
Bond
13
Hedging
13
Insolvency
13
Insolvenz
13
more ...
less ...
Online availability
All
Free
114
Undetermined
95
Type of publication
All
Article
308
Book / Working Paper
165
Other
2
Type of publication (narrower categories)
All
Article in journal
174
Aufsatz in Zeitschrift
174
Aufsatz im Buch
10
Book section
10
Lehrbuch
9
Textbook
9
Aufsatzsammlung
4
Arbeitspapier
3
Glossar enthalten
3
Glossary included
3
Graue Literatur
3
Non-commercial literature
3
Systematic review
3
Working Paper
3
Übersichtsarbeit
3
Collection of articles of several authors
2
Sammelwerk
2
Case study
1
Collection of articles written by one author
1
Einführung
1
Fallstudie
1
Festschrift
1
Handbook
1
Handbuch
1
Sammlung
1
research-article
1
more ...
less ...
Language
All
English
320
Undetermined
155
Author
All
Jarrow, Robert A.
415
Protter, Philip
58
Protter, Philip E.
40
Yildirim, Yildiray
27
Turnbull, Stuart M.
23
Jarrow, Robert
16
Chatterjea, Arkadev
12
Larsson, Martin
11
Kchia, Younes
10
Kwok, Simon Sai Man
9
Lando, David
9
Li, Siguang
9
Madan, Dilip B.
9
Deventer, Donald R. van
8
Guo, Xin
8
Lamichhane, Sujan
8
Jacquier, Eric
7
Li, Haitao
7
Yu, Fan
7
Wells, Martin T.
6
Zhu, Liao
6
Amin, Kaushik I.
5
Heath, David C.
5
Janosi, Tibor
5
PROTTER, PHILIP
5
Zeng, Yan
5
Ascheberg, Marius
4
Carr, Peter
4
Cherian, Joseph
4
Cherian, Joseph A.
4
Dritschel, Michael
4
Duffie, Darrell
4
Grigorian, Karen
4
Kraft, Holger
4
Li, Hao
4
Purnanandam, Amiyatosh
4
Quintos, Alejandra
4
Roch, Alexandre F.
4
Subramanian, Ajay
4
Teo, Melvyn
4
more ...
less ...
Institution
All
arXiv.org
5
Federal Reserve Bank of Atlanta
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Johnson School Research Paper Series
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Review of derivatives research
17
Finance and stochastics
13
Finance research letters
12
The journal of finance : the journal of the American Finance Association
12
Journal of banking & finance
10
Finance Research Letters
9
International journal of theoretical and applied finance
9
Mathematical Finance
9
Journal of financial and quantitative analysis : JFQA
8
Mathematics and financial economics
8
Annual review of financial economics
7
Annals of finance
6
Finance and Stochastics
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
The journal of fixed income
6
The quarterly journal of finance
6
The review of financial studies
6
International Journal of Theoretical and Applied Finance (IJTAF)
5
Journal of financial economics
5
Papers / arXiv.org
5
The journal of portfolio management : a publication of Institutional Investor
5
Annual Review of Financial Economics
4
Journal of Banking & Finance
4
Journal of Financial and Quantitative Analysis
4
Stochastic Processes and their Applications
4
Finance
3
Frontiers of mathematical finance : FMF
3
Journal of financial services research : JFSR
3
Quantitative finance
3
The financial review : the official publication of the Eastern Finance Association
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Advances in futures and options research : a research annual
2
Credit risk models and management
2
Economics letters
2
Financial engineering
2
Handbooks in operations research and management science
2
International Review of Finance
2
International journal of theoretical and applied finance : IJTAF
2
more ...
less ...
Source
All
ECONIS (ZBW)
346
RePEc
70
OLC EcoSci
43
USB Cologne (EcoSocSci)
8
Other ZBW resources
6
BASE
2
Showing
21
-
30
of
475
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
Saved in:
22
Positive alphas, abnormal performance, and illusory arbitrage
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 39-56
Persistent link: https://www.econbiz.de/10009712563
Saved in:
23
Foreign currency bubbles
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 67-83
Persistent link: https://www.econbiz.de/10009272490
Saved in:
24
Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert A.
;
Kchia, Younes
;
Larsson, Martin
; …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10009730815
Saved in:
25
Large traders, hidden arbitrage, and complete markets
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2803-2820
Persistent link: https://www.econbiz.de/10003121053
Saved in:
26
Structural versus reducted-form models: a new information-based perspective
Jarrow, Robert A.
;
Protter, Philip
- In:
The credit market handbook : advanced modeling issues
,
(pp. 118-131)
.
2006
Persistent link: https://www.econbiz.de/10003338108
Saved in:
27
Pricing options in an extended black scholes economy with illiquidity : theory and empirical evidence
Çetin, U.
;
Jarrow, Robert A.
;
Protter, Philip E.
; …
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 493-529
Persistent link: https://www.econbiz.de/10003355212
Saved in:
28
Information reduction via level crossings in a credit risk model
Jarrow, Robert A.
;
Protter, Philip E.
;
Sezer, A. Deniz
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 195-212
Persistent link: https://www.econbiz.de/10003439757
Saved in:
29
An introduction to financial asset pricing
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Financial engineering
,
(pp. 13-69)
.
2008
Persistent link: https://www.econbiz.de/10003567089
Saved in:
30
Liquidity risk and option pricing theory
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Financial engineering
,
(pp. 727-762)
.
2008
Persistent link: https://www.econbiz.de/10003567782
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->