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Disambiguation of "Jarrow, Robert A."

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Restructuring risk in credit default swaps: An empirical analysis

, , and . Stochastic Processes and their Applications, 117 (11): 1724--1749 (November 2007)

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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)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)Delta, gamma and bucket hedging of interest rate derivatives, and . Applied Mathematical Finance, 1 (1): 21--48 (1994)A loss default simulation model of the federal bank deposit insurance funds., , , , and . WSC, page 1835-1843. IEEE Computer Society, (2005)Derivative securities, and . South-Western College Publ., Cincinnati, Ohio u.a., 2. ed. edition, (2000)Credit Risk Models with Incomplete Information., , and . Math. Oper. Res., 34 (2): 320-332 (2009)Forward contracts and futures contracts, and . Journal of Financial Economics, 9 (4): 373--382 (December 1981)Restructuring risk in credit default swaps: An empirical analysis, , and . Stochastic Processes and their Applications, 117 (11): 1724--1749 (November 2007)OPTION PRICING AND IMPLICIT VOLATILITIES1, and . Journal of Economic Surveys, 3 (1): 59--81 (60 03 1989)doi: 10.1111/j.1467-6419.1989.tb00058.x.