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~person:"Jarrow, Robert A."
~subject:"Credit risk"
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Credit risk
Kreditrisiko
32
Theorie
25
Theory
25
Swap
9
Derivat
8
Derivative
8
Optionspreistheorie
6
Insolvency
5
Insolvenz
5
Option pricing theory
5
Yield curve
5
Zinsstruktur
5
Collateral
4
Credit derivative
4
Kreditderivat
4
Kreditsicherung
4
Portfolio selection
4
Portfolio-Management
4
Anleihe
3
Bond
3
Risikomanagement
3
Risikomaß
3
Risk measure
3
Welt
3
World
3
Asset-Backed Securities
2
Asset-backed securities
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Bank lending
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Basel Accord
2
Basler Akkord
2
Bubbles
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Börsenkurs
2
Correlation
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Credit rating
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Derivat <Wertpapier>
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Financial economics
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English
32
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Jarrow, Robert A.
Ongena, Steven
99
Acharya, Viral V.
60
Lucas, André
58
Altman, Edward I.
51
Peydró, José-Luis
50
Rösch, Daniel
50
Agarwal, Sumit
46
Koopman, Siem Jan
43
Schuermann, Til
43
Saunders, Anthony
41
Gambacorta, Leonardo
40
Brigo, Damiano
39
Capponi, Agostino
38
Giesecke, Kay
38
Fabozzi, Frank J.
36
Hasan, Iftekhar
36
Scheule, Harald
36
Schwaab, Bernd
35
Monfort, Alain
34
Caporale, Guglielmo Maria
33
Gouriéroux, Christian
33
Gilchrist, Simon
32
Longstaff, Francis A.
31
Tang, Dragon Yongjun
31
Duffie, Darrell
30
Roesch, Daniel
30
Jiménez, Gabriel
29
Krahnen, Jan Pieter
29
Renne, Jean-Paul
29
Shin, Hyun Song
29
Tarashev, Nikola A.
29
Allen, David E.
28
Berger, Allen N.
28
Jokivuolle, Esa
28
Hamerle, Alfred
27
Memmel, Christoph
27
He, Zhiguo
26
Santos, João A. C.
26
Schmieder, Christian
26
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The journal of fixed income
3
Credit risk models and management
2
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
2
Annals of Applied Probability, Forthcoming
1
Annual review of financial economics
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
Finance and stochastics
1
Finance research letters
1
International journal of theoretical and applied finance
1
Journal of empirical finance
1
Journal of financial engineering
1
Journal of financial services research : JFSR
1
Journal of risk management in financial institutions
1
Mathematics of operations research
1
The credit market handbook : advanced modeling issues
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of financial studies
1
Working paper // Research program / School of Business, Queen's University
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ECONIS (ZBW)
32
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1
The economic foundations of risk management : theory, practice, and applications
Jarrow, Robert A.
-
2017
Persistent link: https://www.econbiz.de/10011569703
Saved in:
2
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
Saved in:
3
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
;
Lando, David
;
Turnbull, Stuart M.
-
1994
Persistent link: https://www.econbiz.de/10000904137
Saved in:
4
Credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
-
1995
Persistent link: https://www.econbiz.de/10000985913
Saved in:
5
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 481-523
Persistent link: https://www.econbiz.de/10001220567
Saved in:
6
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
Saved in:
7
The intersection of market and credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Journal of banking & finance
24
(
2000
)
1/2
,
pp. 271-299
Persistent link: https://www.econbiz.de/10001432993
Saved in:
8
Default risk and diversification : theory and empirical implications
Jarrow, Robert A.
;
Lando, David
;
Yu, Fan
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10002582739
Saved in:
9
The subprime credit crisis of 2007
Crouhy, Michel
;
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 81-110
Persistent link: https://www.econbiz.de/10003771466
Saved in:
10
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/10003870282
Saved in:
1
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