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~person:"Jarrow, Robert A."
~subject:"Credit risk"
~isPartOf:"Credit risk models and management"
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Credit risk
Kreditrisiko
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Bank lending
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Derivat
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Option pricing theory
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Jarrow, Robert A.
Wilson, Thomas C.
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Deventer, Donald R. van
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Duffie, Darrell
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Finger, Christopher C.
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Credit risk models and management
The journal of fixed income
3
Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
2
Annals of Applied Probability, Forthcoming
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Annual review of financial economics
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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Finance and stochastics
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Finance research letters
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International journal of theoretical and applied finance
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Journal of empirical finance
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Journal of financial engineering
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Journal of financial services research : JFSR
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Journal of risk management in financial institutions
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Mathematics of operations research
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The credit market handbook : advanced modeling issues
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of financial studies
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Working paper // Research program / School of Business, Queen's University
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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:
2
Practical usage of credit risk models in loan portfolio and counterparty exposure management: an update
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Credit risk models and management
,
(pp. 573-597)
.
2004
Persistent link: https://www.econbiz.de/10002433486
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