The following pages link to Robert A. Jarrow (Q315461):
Displayed 50 items.
- Item:Q315461 (redirect page) (← links)
- Erratum to: ``Positive alphas and a generalized multiple-factor asset pricing model'' (Q253106) (← links)
- Positive alphas and a generalized multiple-factor asset pricing model (Q253114) (← links)
- Relative asset price bubbles (Q315462) (← links)
- Option pricing using a binomial model with random time steps (A formal model of gamma hedging) (Q375247) (← links)
- Options markets, self-fulfilling prophecies, and implied volatilities (Q375353) (← links)
- Capital adequacy rules, catastrophic firm failure, and systemic risk (Q385654) (← links)
- The impact of quantitative easing on the US term structure of interest rates (Q475332) (← links)
- Foreign currency bubbles (Q539147) (← links)
- The cost of operational risk loss insurance (Q541592) (← links)
- On aggregation and representative agent equilibria (Q684175) (← links)
- A model of the convenience yields in on-the-run treasuries (Q704008) (← links)
- Asset price bubbles, market liquidity, and systemic risk (Q829205) (← links)
- Specification tests of calibrated option pricing models (Q888333) (← links)
- A characterization theorem for unique risk neutral probability measures (Q899862) (← links)
- Beliefs and arbitrage pricing (Q899984) (← links)
- Item:Q315461 (redirect page) (← links)
- The valuation of a firm's investment opportunities: a reduced form credit risk perspective (Q941724) (← links)
- Convenience yields (Q965894) (← links)
- No arbitrage without semimartingales (Q1024894) (← links)
- Distressed debt prices and recovery rate estimation (Q1029236) (← links)
- An integrated axiomatic approach to the existence of ordinal and cardinal utility functions (Q1085767) (← links)
- Spanning and completeness in markets with contingent claims (Q1090586) (← links)
- Bribes, power, and managerial control in corporate voting games (Q1121192) (← links)
- Hedging contingent claims on semimartingales (Q1297912) (← links)
- Asset market equilibrium with liquidity risk (Q1648910) (← links)
- On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets (Q1687373) (← links)
- An empirical investigation of large trader market manipulation in derivatives markets (Q1710585) (← links)
- Continuous-time asset pricing theory. A martingale-based approach (Q1744618) (← links)
- Liquidity risk and arbitrage pricing theory (Q1776006) (← links)
- Modeling credit risk with partial information. (Q1879905) (← links)
- Discretely sampled variance and volatility swaps versus their continuous approximations (Q1945043) (← links)
- Bayesian analysis of contingent claim model error (Q1969817) (← links)
- Liquidity risk and the term structure of interest rates (Q2018551) (← links)
- Concavity, stochastic utility, and risk aversion (Q2022764) (← links)
- Asset price bubbles: invariance theorems (Q2170295) (← links)
- Tax liens: a novel application of asset pricing theory (Q2425556) (← links)
- Information reduction via level crossings in a credit risk models (Q2463710) (← links)
- Restructuring risk in credit default swaps: an empirical analysis (Q2464865) (← links)
- Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles (Q2633454) (← links)
- The Second Fundamental Theorem of Asset Pricing (Q2757303) (← links)
- (Q2760384) (← links)
- The Liquidity Discount (Q2770983) (← links)
- BUBBLES AND MULTIPLE-FACTOR ASSET PRICING MODELS (Q2797877) (← links)
- Hedging derivatives with model error (Q2869976) (← links)
- A liquidity-based model for asset price bubbles (Q2873554) (← links)
- RELATING TOP-DOWN WITH BOTTOM-UP APPROACHES IN THE EVALUATION OF ABS WITH LARGE COLLATERAL POOLS (Q2882686) (← links)
- A DYSFUNCTIONAL ROLE OF HIGH FREQUENCY TRADING IN ELECTRONIC MARKETS (Q2892980) (← links)
- Downside Loss Aversion and Portfolio Management (Q3115967) (← links)
- Exploring Mispricing in the Term Structure of CDS Spreads* (Q3120250) (← links)