( en | de | ru )

 

Disambiguation of "Jarrow, Robert A"

Author of the publication

copydeleteadd this publication to your clipboard
A Markov model for the term structure of credit risk spreads

, , and . Review of Financial Studies, 10 (2): 481--523 (1997)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Robert A Bergonzi

Robert A Pesarchick

Robert A Willingham

Robert A Dickler

Robert A Byrne

 

Other publications of authors with the same name

Pricing foreign currency options under stochastic interest rates, and . Journal of International Money and Finance, 10 (3): 310--329 (September 1991)Derivative securities, and . South-Western College Publ., Cincinnati, Ohio u.a., 2. ed. edition, (2000)A loss default simulation model of the federal bank deposit insurance funds., , , , and . WSC, page 1835-1843. IEEE Computer Society, (2005)A characterization theorem for unique risk neutral probability measures. Economics Letters, 22 (1): 61--65 (1986)A Markov model for the term structure of credit risk spreads, , and . Review of Financial Studies, 10 (2): 481--523 (1997)Informational Efficiency under Short Sale Constraints., and . SIAM J. Financial Math., 6 (1): 804-824 (2015)Chapter 7 A discrete time synthesis of derivative security valuation using a term structure of futures prices., and . Finance, volume 9 of Handbooks in operations research and management science, Elsevier, (1995)Delta, gamma and bucket hedging of interest rate derivatives, and . Applied Mathematical Finance, 1 (1): 21--48 (1994)Liquidity risk and arbitrage pricing theory., , and . Finance and Stochastics, 8 (3): 311-341 (2004)The intersection of market and credit risk, and . Journal of Banking & Finance, 24 (1-2): 271--299 (January 2000)