Robert Jarrow

Names

Identifer

Contact

Affiliations

• Cornell University / Johnson Graduate School of Management (weight: 5%)
  • EDIRC entry
  • location:
• Cornell University / Department of Economics (weight: 95%)
  • EDIRC entry
  • location:

Research profile

author of:

• In Honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes: A Partial Differential Equation That Changed the World (RePEc:aea:jecper:v:13:y:1999:i:4:p:229-248)
  by Robert A. Jarrow
• Credit Risk Models (RePEc:anr:refeco:v:1:y:2009:p:37-68)
  by Robert A. Jarrow
• The Term Structure of Interest Rates (RePEc:anr:refeco:v:1:y:2009:p:69-96)
  by Robert A. Jarrow
• The Economics of Insurance: A Derivatives-Based Approach (RePEc:anr:refeco:v:13:y:2021:p:79-110)
  by Robert A. Jarrow
• The Economics of Credit Default Swaps (RePEc:anr:refeco:v:3:y:2011:p:235-257)
  by Robert A. Jarrow
• Forward Rate Curve Smoothing (RePEc:anr:refeco:v:6:y:2014:p:443-458)
  by Robert A. Jarrow
• Asset Price Bubbles (RePEc:anr:refeco:v:7:y:2015:p:201-218)
  by Robert A. Jarrow
• Housing Market Microstructure (RePEc:arx:papers:0907.1853)
  by Hazer Inaltekin & Robert Jarrow & Mehmet Saglam & Yildiray Yildirim
• The economic default time and the Arcsine law (RePEc:arx:papers:1012.0843)
  by Xin Guo & Robert A Jarrow & Adrien de Larrard
• Is there a bubble in LinkedIn's stock price? (RePEc:arx:papers:1105.5717)
  by Robert Jarrow & Younes Kchia & Philip Protter
• Informational Efficiency under Short Sale Constraints (RePEc:arx:papers:1401.1851)
  by Robert A. Jarrow & Martin Larsson
• High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model (RePEc:arx:papers:1804.08472)
  by Liao Zhu & Sumanta Basu & Robert A. Jarrow & Martin T. Wells
• The Low-volatility Anomaly and the Adaptive Multi-Factor Model (RePEc:arx:papers:2003.08302)
  by Robert A. Jarrow & Rinald Murataj & Martin T. Wells & Liao Zhu
• Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model (RePEc:arx:papers:2011.04171)
  by Liao Zhu & Robert A. Jarrow & Martin T. Wells
• Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk (RePEc:arx:papers:2110.10936)
  by Robert Jarrow & Philip Protter & Alejandra Quintos
• Enlargement of Filtrations: An Exposition of Core Ideas with Financial Examples (RePEc:arx:papers:2303.03573)
  by Karen Grigorian & Robert A. Jarrow
• Filtration Reduction and Completeness in Jump-Diffusion Models (RePEc:arx:papers:2304.06202)
  by Karen Grigorian & Robert Jarrow
• Modeling Credit Risk with Partial Information (RePEc:arx:papers:math/0407060)
  by Umut Cetin & Robert Jarrow & Philip Protter & Yildiray Yildirim
• Simulating and validating a multi-factor Heath, Jarrow and Morton model with negative interest rates (RePEc:aza:rmfi00:y:2015:v:8:i:4:p:332-346)
  by Jarrow, Robert A. & Van Deventer, Donald R.
• A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital (RePEc:aza:rmfi00:y:2023:v:16:i:3:p:237-255)
  by Jarrow, Robert & Van Deventer, Donald R.
• Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model (RePEc:bes:jnlasa:v:99:y:2004:p:57-66)
  by Jarrow, Robert & Ruppert, David & Yu, Yan
• On Model Testing in Financial Economics (RePEc:bla:finrev:v:45:y:2010:i:2:p:277-285)
  by Robert A. Jarrow
• A Reduced‐Form Model for Warrant Valuation (RePEc:bla:finrev:v:46:y:2011:i:3:p:413-425)
  by Robert A. Jarrow & Siegfried Trautmann
• Fair Microfinance Loan Rates (RePEc:bla:irvfin:v:19:y:2019:i:4:p:909-918)
  by Robert Jarrow & Philip Protter
• Credit Risk, Liquidity, and Bubbles (RePEc:bla:irvfin:v:20:y:2020:i:3:p:737-746)
  by Robert Jarrow & Philip Protter
• An explosion time characterization of asset price bubbles (RePEc:bla:irvfin:v:23:y:2023:i:2:p:469-479)
  by Robert A. Jarrow & Simon S. Kwok
• Option Pricing and Implicit Volatilities (RePEc:bla:jecsur:v:3:y:1989:i:1:p:59-81)
  by Jarrow, Robert A & Wiggins, James B
• The Relationship between Yield, Risk and Return of Corporate Bonds (RePEc:bla:jfinan:v:33:y:1978:i:4:p:1235-40)
  by Jarrow, Robert A
• Heterogeneous Expectations, Restrictions on Short Sales, and Equilibrium Asset Prices (RePEc:bla:jfinan:v:35:y:1980:i:5:p:1105-13)
  by Jarrow, Robert A
• Consensus Beliefs Equilibrium and Market Efficiency (RePEc:bla:jfinan:v:38:y:1983:i:3:p:903-11)
  by Easley, David & Jarrow, Robert A
• The Relationship between Arbitrage and First Order Stochastic Dominance (RePEc:bla:jfinan:v:41:y:1986:i:4:p:915-21)
  by Jarrow, Robert
• Arbitrage, Continuous Trading, and Margin Requirements (RePEc:bla:jfinan:v:42:y:1987:i:5:p:1129-42)
  by Heath, David C & Jarrow, Robert A
• Pricing Derivatives on Financial Securities Subject to Credit Risk (RePEc:bla:jfinan:v:50:y:1995:i:1:p:53-85)
  by Jarrow, Robert A & Turnbull, Stuart M
• Counterparty Risk and the Pricing of Defaultable Securities (RePEc:bla:jfinan:v:56:y:2001:i:5:p:1765-1799)
  by Robert A. Jarrow & Fan Yu
• Interest Rate Caps “Smile” Too! But Can the LIBOR Market Models Capture the Smile? (RePEc:bla:jfinan:v:62:y:2007:i:1:p:345-382)
  by Robert Jarrow & Haitao Li & Feng Zhao
• Estimating The Value Of Delivery Options In Futures Contracts (RePEc:bla:jfnres:v:28:y:2005:i:3:p:363-383)
  by Jana Hranaiova & Robert A. Jarrow & William G. Tomek
• A Characterization of Complete Security Markets On A Brownian Filtration1 (RePEc:bla:mathfi:v:1:y:1991:i:3:p:31-43)
  by Robert A. Jarrow & Dilip B. Madan
• The Liquidity Discount (RePEc:bla:mathfi:v:11:y:2001:i:4:p:447-474)
  by Ajay Subramanian & Robert A. Jarrow
• Put Option Premiums and Coherent Risk Measures (RePEc:bla:mathfi:v:12:y:2002:i:2:p:135-142)
  by Robert Jarrow
• Default Risk And Diversification: Theory And Empirical Implications (RePEc:bla:mathfi:v:15:y:2005:i:1:p:1-26)
  by Robert A. Jarrow & David Lando & Fan Yu
• Modeling The Recovery Rate In A Reduced Form Model (RePEc:bla:mathfi:v:19:y:2009:i:1:p:73-97)
  by Xin Guo & Robert A. Jarrow & Yan Zeng
• Alternative Characterizations Of American Put Options (RePEc:bla:mathfi:v:2:y:1992:i:2:p:87-106)
  by Peter Carr & Robert Jarrow & Ravi Myneni
• Pricing Options On Risky Assets In A Stochastic Interest Rate Economy1 (RePEc:bla:mathfi:v:2:y:1992:i:4:p:217-237)
  by Kaushik I. Amin & Robert A. Jarrow
• The Effect Of Trading Futures On Short Sale Constraints (RePEc:bla:mathfi:v:25:y:2015:i:2:p:311-338)
  by Robert Jarrow & Philip Protter & Sergio Pulido
• Optimal cash holdings under heterogeneous beliefs (RePEc:bla:mathfi:v:28:y:2018:i:2:p:712-747)
  by Robert Jarrow & Andrey Krishenik & Andreea Minca
• A rational asset pricing model for premiums and discounts on closed‐end funds: The bubble theory (RePEc:bla:mathfi:v:29:y:2019:i:4:p:1157-1170)
  by Robert Jarrow & Philip Protter
• Risk‐neutral pricing techniques and examples (RePEc:bla:mathfi:v:31:y:2021:i:3:p:857-884)
  by Robert A. Jarrow & Pierre Patie & Anna Srapionyan & Yixuan Zhao
• Option Pricing Using The Term Structure Of Interest Rates To Hedge Systematic Discontinuities In Asset Returns1 (RePEc:bla:mathfi:v:5:y:1995:i:4:p:311-336)
  by Robert Jarrow & Dilip Madan
• The Second Fundamental Theorem of Asset Pricing (RePEc:bla:mathfi:v:9:y:1999:i:3:p:255-273)
  by Robert A. Jarrow & Xing Jin & Dilip B. Madan
• Commercial Mortgage‐Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information (RePEc:bla:reesec:v:36:y:2008:i:3:p:441-498)
  by Andreas D. Christopoulos & Robert A. Jarrow & Yildiray Yildirim
• Government Policies, Residential Mortgage Defaults and the Boom and Bust Cycle of Housing Prices (RePEc:bla:reesec:v:42:y:2014:i:3:p:627-661)
  by Marius Ascheberg & Robert A. Jarrow & Holger Kraft & Yildiray Yildirim
• Model Error in Contingent Claim Models Dynamic Evaluation (RePEc:cir:cirwor:96s-12)
  by Eric Jacquier & Robert Jarrow
• Restructuring Risk in Credit Default Swaps: An Empirical Analysis (RePEc:cmu:gsiawp:1142637814)
  by Antje Berndt & Robert Jarrow & ChoongOh Kang
• Bond Pricing and the Term Structure of Interest Rates: A Discrete Time Approximation (RePEc:cup:jfinqa:v:25:y:1990:i:04:p:419-440_00)
  by Heath, David & Jarrow, Robert & Morton, Andrew
• The Relevance of Fiduciary Conflict-of-Interests in Control versus Issue Proxy Contests (RePEc:cup:jfinqa:v:26:y:1991:i:04:p:533-547_00)
  by Jarrow, Robert A. & Leach, J. Chris
• Market Manipulation, Bubbles, Corners, and Short Squeezes (RePEc:cup:jfinqa:v:27:y:1992:i:03:p:311-336_00)
  by Jarrow, Robert A.
• Derivative Security Markets, Market Manipulation, and Option Pricing Theory (RePEc:cup:jfinqa:v:29:y:1994:i:02:p:241-261_00)
  by Jarrow, Robert A.
• Market Manipulation, Price Bubbles, and a Model of the U.S. Treasury Securities Auction Market (RePEc:cup:jfinqa:v:33:y:1998:i:02:p:255-289_00)
  by Chatterjea, Arkadev & Jarrow, Robert A.
• Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model (RePEc:cup:jfinqa:v:38:y:2003:i:02:p:337-358_00)
  by Jarrow, Robert & Yildirim, Yildiray
• Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (RePEc:ecm:emetrp:v:60:y:1992:i:1:p:77-105)
  by Heath, David & Jarrow, Robert & Morton, Andrew
• Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It? (RePEc:ecm:nawm04:431)
  by Feng Zhao & Robert Jarrow & Haitao Li
• A characterization theorem for unique risk neutral probability measures (RePEc:eee:ecolet:v:22:y:1986:i:1:p:61-65)
  by Jarrow, Robert A.
• Beliefs and arbitrage pricing (RePEc:eee:ecolet:v:24:y:1987:i:2:p:165-169)
  by Jarrow, Robert
• Specification tests of calibrated option pricing models (RePEc:eee:econom:v:189:y:2015:i:2:p:397-414)
  by Jarrow, Robert & Kwok, Simon Sai Man
• Bayesian analysis of contingent claim model error (RePEc:eee:econom:v:94:y:2000:i:1-2:p:145-180)
  by Jacquier, Eric & Jarrow, Robert
• Futures contract collateralization and its implications (RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000890)
  by Jarrow, Robert A. & Kwok, Simon S.
• Risky coupon bonds as a portfolio of zero-coupon bonds (RePEc:eee:finlet:v:1:y:2004:i:2:p:100-105)
  by Jarrow, Robert A.
• The zero-lower bound on interest rates: Myth or reality? (RePEc:eee:finlet:v:10:y:2013:i:4:p:151-156)
  by Jarrow, Robert A.
• Computing present values: Capital budgeting done correctly (RePEc:eee:finlet:v:11:y:2014:i:3:p:183-193)
  by Jarrow, Robert
• A generalized coherent risk measure: The firm's perspective (RePEc:eee:finlet:v:2:y:2005:i:1:p:23-29)
  by Jarrow, Robert A. & Purnanandam, Amiyatosh K.
• High frequency trading and standard asset pricing models (RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003439)
  by Jarrow, Robert A.
• Modeling loan commitments (RePEc:eee:finlet:v:5:y:2008:i:1:p:11-20)
  by Chava, Sudheer & Jarrow, Robert
• Hedging in a HJM model (RePEc:eee:finlet:v:7:y:2010:i:1:p:8-13)
  by Jarrow, Robert A.
• A simple robust model for Cat bond valuation (RePEc:eee:finlet:v:7:y:2010:i:2:p:72-79)
  by Jarrow, Robert A.
• Understanding the risk of leveraged ETFs (RePEc:eee:finlet:v:7:y:2010:i:3:p:135-139)
  by Jarrow, Robert A.
• Credit market equilibrium theory and evidence: Revisiting the structural versus reduced form credit risk model debate (RePEc:eee:finlet:v:8:y:2011:i:1:p:2-7)
  by Jarrow, Robert A.
• Housing prices and the optimal time-on-the-market decision (RePEc:eee:finlet:v:8:y:2011:i:4:p:171-179)
  by İnaltekin, Hazer & Jarrow, Robert A. & Sağlam, Mehmet & Yıldırım, Yıldıray
• Discrete versus continuous time models: Local martingales and singular processes in asset pricing theory (RePEc:eee:finlet:v:9:y:2012:i:2:p:58-62)
  by Jarrow, Robert & Protter, Philip
• An improved test for statistical arbitrage (RePEc:eee:finmar:v:15:y:2012:i:1:p:47-80)
  by Jarrow, Robert & Teo, Melvyn & Tse, Yiu Kuen & Warachka, Mitch
• CMBS market efficiency: The crisis and the recovery (RePEc:eee:finsta:v:36:y:2018:i:c:p:159-186)
  by Christopoulos, Andreas D. & Jarrow, Robert A.
• Risk premia, asset price bubbles, and monetary policy (RePEc:eee:finsta:v:60:y:2022:i:c:s157230892200033x)
  by Jarrow, Robert & Lamichhane, Sujan
• The arbitrage-free valuation and hedging of demand deposits and credit card loans (RePEc:eee:jbfina:v:22:y:1998:i:3:p:249-272)
  by Jarrow, Robert A. & van Deventer, Donald R.
• The intersection of market and credit risk (RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:271-299)
  by Jarrow, Robert A. & Turnbull, Stuart M.
• Large traders, hidden arbitrage, and complete markets (RePEc:eee:jbfina:v:29:y:2005:i:11:p:2803-2820)
  by Jarrow, Robert & Protter, Philip
• Operational risk (RePEc:eee:jbfina:v:32:y:2008:i:5:p:870-879)
  by Jarrow, Robert A.
• A leverage ratio rule for capital adequacy (RePEc:eee:jbfina:v:37:y:2013:i:3:p:973-976)
  by Jarrow, Robert
• A comparison of the APT and CAPM a note (RePEc:eee:jbfina:v:7:y:1983:i:2:p:295-303)
  by Jarrow, Robert & Rudd, Andrew
• The error learning hypothesis: The evidence reexamined (RePEc:eee:jebusi:v:36:y:1984:i:2:p:177-188)
  by Jarrow, Robert
• Spanning and completeness in markets with contingent claims (RePEc:eee:jetheo:v:41:y:1987:i:1:p:202-210)
  by Green, Richard C. & Jarrow, Robert A.
• Approximate option valuation for arbitrary stochastic processes (RePEc:eee:jfinec:v:10:y:1982:i:3:p:347-369)
  by Jarrow, Robert & Rudd, Andrew
• An autoregressive jump process for common stock returns (RePEc:eee:jfinec:v:5:y:1977:i:3:p:389-418)
  by Oldfield, George Jr. & Rogalski, Richard J. & Jarrow, Robert A.
• Testing market efficiency using statistical arbitrage with applications to momentum and value strategies (RePEc:eee:jfinec:v:73:y:2004:i:3:p:525-565)
  by Hogan, Steve & Jarrow, Robert & Teo, Melvyn & Warachka, Mitch
• Forward contracts and futures contracts (RePEc:eee:jfinec:v:9:y:1981:i:4:p:373-382)
  by Jarrow, Robert A. & Oldfield, George S.
• Reduced-form valuation of callable corporate bonds: Theory and evidence (RePEc:eee:jfinec:v:95:y:2010:i:2:p:227-248)
  by Jarrow, Robert & Li, Haitao & Liu, Sheen & Wu, Chunchi
• Pricing foreign currency options under stochastic interest rates (RePEc:eee:jimfin:v:10:y:1991:i:3:p:310-329)
  by Amin, Kaushik I. & Jarrow, Robert A.
• On aggregation and representative agent equilibria (RePEc:eee:mateco:v:74:y:2018:i:c:p:119-127)
  by Jarrow, Robert & Larsson, Martin
• Financial crises and economic growth (RePEc:eee:quaeco:v:54:y:2014:i:2:p:194-207)
  by Jarrow, Robert A.
• Bank runs and self-insured bank deposits (RePEc:eee:quaeco:v:58:y:2015:i:c:p:180-189)
  by Jarrow, Robert & Xu, Liheng
• Endogenous liquidity risk and dealer market structure (RePEc:eee:quaeco:v:81:y:2021:i:c:p:449-453)
  by Jarrow, Robert & Li, Siguang
• Restructuring risk in credit default swaps: An empirical analysis (RePEc:eee:spapps:v:117:y:2007:i:11:p:1724-1749)
  by Berndt, Antje & Jarrow, Robert A. & Kang, ChoongOh
• Modeling credit risk with partial information (RePEc:ehl:lserod:2840)
  by Cetin, Umut & Jarrow, R. & Protter, P. & Yildirim, Y.
• Unknown item RePEc:eme:afr000:afr-02-2015-0010 (article)
• Unknown item RePEc:eme:afrpps:afr-02-2015-0010 (article)
• Designing catastrophic bonds for catastrophic risks in agriculture (RePEc:eme:afrpps:v:75:y:2015:i:1:p:47-62)
  by Lin Sun & Calum G. Turvey & Robert A. Jarrow
• Unknown item repec:eme:sef000:sef-10-2017-0284
• Portfolio balance effects and the Federal Reserve’s large-scale asset purchases (RePEc:eme:sefpps:sef-10-2017-0284)
  by Thomas Emmerling & Robert Jarrow & Yildiray Yildirim
• Option pricing with random volatilities in complete markets (RePEc:fip:fedawp:91-16)
  by Laurence K. Eisenberg & Robert A. Jarrow
• Market Manipulation and Corporate Finance: A New Perspective (RePEc:fma:fmanag:chatterjea93)
  by Arkadev Chatterjea & Joseph A. Cherian & Robert A. Jarrow
• Review of John E. Gilster, Jr. "Option Pricing Theory: Is "Risk Free" Hedging Feasible? (RePEc:fma:fmanag:jarrow97)
  by Robert Jarrow
• Model Error in Contingent Claim Models (Dynamic Evaluation) (RePEc:fth:pennfi:07-96)
  by Eric Jacquier & Robert Jarrow
• Model Error in Contingent Claim Models (Dynamic Evaluation) (RePEc:fth:pennfi:7-96)
  by Eric Jacquier & Robert Jarrow
• The effect of trading futures on short sale constraints (RePEc:hal:journl:hal-02265269)
  by Robert Jarrow & Philip Protter & Sergio Pulido
• Unknown item RePEc:inm:ormnsc:v:52:y:2006:i:4:p:558-566 (article)
• Volatility Uncertainty, Time Decay, and Option Bid-Ask Spreads in an Incomplete Market (RePEc:inm:ormnsc:v:65:y:2019:i:4:p:1833-1854)
  by PeiLin Hsieh & Robert Jarrow
• Unknown item RePEc:inm:ormoor:v:34:y:2009:i:2:p:320-332 (article)
• Relative asset price bubbles (RePEc:kap:annfin:v:12:y:2016:i:2:d:10.1007_s10436-016-0274-8)
  by Roseline Bilina Falafala & Robert A. Jarrow & Philip Protter
• Asset market equilibrium with liquidity risk (RePEc:kap:annfin:v:14:y:2018:i:2:d:10.1007_s10436-017-0316-x)
  by Robert Jarrow
• The no-arbitrage pricing of non-traded assets (RePEc:kap:annfin:v:19:y:2023:i:3:d:10.1007_s10436-023-00434-1)
  by Robert A. Jarrow
• Market Pricing of Deposit Insurance (RePEc:kap:jfsres:v:24:y:2003:i:2:p:93-119)
  by Darrell Duffie & Robert Jarrow & Amiyatosh Purnanandam & Wei Yang
• A Critique of Revised Basel II (RePEc:kap:jfsres:v:32:y:2007:i:1:p:1-16)
  by Robert Jarrow
• The valuation of a firm’s investment opportunities: a reduced form credit risk perspective (RePEc:kap:revdev:v:10:y:2007:i:1:p:39-58)
  by R. Jarrow & A. Purnanandam
• Tax liens: a novel application of asset pricing theory (RePEc:kap:revdev:v:10:y:2007:i:2:p:181-204)
  by Robert Jarrow & Vikrant Tyagi
• Distressed debt prices and recovery rate estimation (RePEc:kap:revdev:v:11:y:2008:i:3:p:171-204)
  by Xin Guo & Robert Jarrow & Haizhi Lin
• Convenience yields (RePEc:kap:revdev:v:13:y:2010:i:1:p:25-43)
  by Robert Jarrow
• The cost of operational risk loss insurance (RePEc:kap:revdev:v:13:y:2010:i:3:p:273-295)
  by Robert Jarrow & Jeff Oxman & Yildiray Yildirim
• Foreign currency bubbles (RePEc:kap:revdev:v:14:y:2011:i:1:p:67-83)
  by Robert Jarrow & Philip Protter
• Capital adequacy rules, catastrophic firm failure, and systemic risk (RePEc:kap:revdev:v:16:y:2013:i:3:p:219-231)
  by Robert Jarrow
• The impact of quantitative easing on the US term structure of interest rates (RePEc:kap:revdev:v:17:y:2014:i:3:p:287-321)
  by Robert Jarrow & Hao Li
• An empirical investigation of large trader market manipulation in derivatives markets (RePEc:kap:revdev:v:21:y:2018:i:3:d:10.1007_s11147-018-9143-0)
  by Robert Jarrow & Scott Fung & Shih-Chuan Tsai
• Interest rate swaps: a comparison of compounded daily versus discrete reference rates (RePEc:kap:revdev:v:26:y:2023:i:1:d:10.1007_s11147-022-09191-1)
  by Robert Jarrow & Siguang Li
• A Model of the Convenience Yields in On-the-Run Treasuries (RePEc:kap:revdev:v:7:y:2004:i:2:p:79-97)
  by Joseph A. Cherian & Eric Jacquier & Robert A. Jarrow
• A Unified Approach for Pricing Contingent Claims on Multiple Term Structures (RePEc:kap:rqfnac:v:10:y:1998:i:1:p:5-19)
  by Jarrow, Robert A & Turnbull, Stuart M
• Is Mean-Variance Analysis Vacuous: Or was Beta Still Born? (RePEc:oup:revfin:v:1:y:1997:i:1:p:15-30.)
  by Robert A. Jarrow & Dilip B. Madan
• Exploring Mispricing in the Term Structure of CDS Spreads (RePEc:oup:revfin:v:23:y:2019:i:1:p:161-198.)
  by Robert Jarrow & Haitao Li & Xiaoxia Ye & May Hu
• Bankruptcy Prediction with Industry Effects (RePEc:oup:revfin:v:8:y:2004:i:4:p:537-569.)
  by Sudheer Chava & Robert A. Jarrow
• Preferences, Continuity, and the Arbitrage Pricing Theory (RePEc:oup:rfinst:v:1:y:1988:i:2:p:159-172)
  by Robert A. Jarrow
• A Markov Model for the Term Structure of Credit Risk Spreads (RePEc:oup:rfinst:v:10:y:1997:i:2:p:481-523)
  by Jarrow, Robert A & Lando, David & Turnbull, Stuart M
• The Second Fundamental Theorem of Asset Pricing: A New Approach (RePEc:oup:rfinst:v:12:y:1999:i:5:p:1219-35)
  by Battig, Robert J & Jarrow, Robert A
• Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence (RePEc:oup:rfinst:v:19:y:2006:i:2:p:493-529)
  by U. Çetin & R. Jarrow & P. Protter & M. Warachka
• The Stop-Loss Start-Gain Paradox and Option Valuation: A New Decomposition into Intrinsic and Time Value (RePEc:oup:rfinst:v:3:y:1990:i:3:p:469-92)
  by Carr, Peter P & Jarrow, Robert A
• Information reduction via level crossings in a credit risk model (RePEc:spr:finsto:v:11:y:2007:i:2:p:195-212)
  by Robert Jarrow & Philip Protter & A. Sezer
• Discretely sampled variance and volatility swaps versus their continuous approximations (RePEc:spr:finsto:v:17:y:2013:i:2:p:305-324)
  by Robert Jarrow & Younes Kchia & Martin Larsson & Philip Protter
• Concavity, stochastic utility, and risk aversion (RePEc:spr:finsto:v:25:y:2021:i:2:d:10.1007_s00780-021-00448-5)
  by Robert Jarrow & Siguang Li
• Hedging contingent claims on semimartingales (RePEc:spr:finsto:v:3:y:1999:i:1:p:111-134)
  by Robert Jarrow & Dilip B. Madan
• Liquidity risk and arbitrage pricing theory (RePEc:spr:finsto:v:8:y:2004:i:3:p:311-341)
  by Umut Çetin & Robert Jarrow & Philip Protter
• Inferring Financial Bubbles from Option Data (RePEc:syd:wpaper:2020-04)
  by Jarrow, Robert A. & Kwok, Simon S.
• Specification Tests of Calibrated Option Pricing Models (RePEc:syd:wpaper:2123/9191)
  by Jarrow, Robert & Kwok, Simon
• Delta, gamma and bucket hedging of interest rate derivatives (RePEc:taf:apmtfi:v:1:y:1994:i:1:p:21-48)
  by Robert Jarrow & Stuart Turnbull
• Hedging derivatives with model error (RePEc:taf:quantf:v:12:y:2012:i:6:p:855-863)
  by Robert A. Jarrow
• A liquidity-based model for asset price bubbles (RePEc:taf:quantf:v:12:y:2012:i:9:p:1339-1349)
  by Robert A. Jarrow & Philip Protter & Alexandre F. Roch
• Funding shortages, expectations, and forward rate risk premium (RePEc:taf:quantf:v:22:y:2022:i:7:p:1321-1341)
  by Robert Jarrow & Sujan Lamichhane
• Media trading groups and short selling manipulation (RePEc:taf:quantf:v:23:y:2023:i:7-8:p:1035-1052)
  by Robert Jarrow & Siguang Li
• Jump Risks and the Intertemporal Capital Asset Pricing Model (RePEc:ucp:jnlbus:v:57:y:1984:i:3:p:337-51)
  by Jarrow, Robert A & Rosenfeld, Eric R
• Ex-dividend Stock Price Behavior and Arbitrage Opportunities (RePEc:ucp:jnlbus:v:61:y:1988:i:1:p:95-108)
  by Heath, David C & Jarrow, Robert A
• Inferring financial bubbles from option data (RePEc:wly:japmet:v:36:y:2021:i:7:p:1013-1046)
  by Robert A. Jarrow & Simon S. Kwok
• An Integrated Approach to Hedging and Pricing Eurodollar Derivatives (RePEc:wop:pennin:96-25)
  by Robert Jarrow & Stuart Turnbull
• The Third Fundamental Theorem Of Asset Pricing (RePEc:wsi:afexxx:v:07:y:2012:i:02:n:s2010495212500078)
  by Robert Jarrow
• Forward And Futures Prices With Bubbles (RePEc:wsi:ijtafx:v:12:y:2009:i:07:n:s0219024909005518)
  by Robert A. Jarrow & Philip Protter
• Relating Top-Down With Bottom-Up Approaches In The Evaluation Of Abs With Large Collateral Pools (RePEc:wsi:ijtafx:v:15:y:2012:i:02:n:s0219024912500112)
  by Nicolas Diener & Robert Jarrow & Philip Protter
• A Dysfunctional Role Of High Frequency Trading In Electronic Markets (RePEc:wsi:ijtafx:v:15:y:2012:i:03:n:s0219024912500227)
  by Robert A. Jarrow & Philip Protter
• Bubbles And Multiple-Factor Asset Pricing Models (RePEc:wsi:ijtafx:v:19:y:2016:i:01:n:s0219024916500072)
  by Robert Jarrow
• A Capm With Trading Constraints And Price Bubbles (RePEc:wsi:ijtafx:v:20:y:2017:i:08:n:s0219024917500534)
  by Robert Jarrow
• Applying The Local Martingale Theory Of Bubbles To Cryptocurrencies (RePEc:wsi:ijtafx:v:25:y:2022:i:03:n:s0219024922500133)
  by Soon Hyeok Choi & Robert A. Jarrow
• The Low-Volatility Anomaly And The Adaptive Multi-Factor Model (RePEc:wsi:ijtafx:v:26:y:2023:i:04n05:n:s0219024923500206)
  by Robert A. Jarrow & Rinald Murataj & Martin T. Wells & Liao Zhu
• The economic default time and the arcsine law (RePEc:wsi:jfexxx:v:01:y:2014:i:03:n:s2345768614500251)
  by Xin Guo & Robert A. Jarrow & Adrien de Larrard
• Abnormal Profit Opportunities and the Informational Advantage of High Frequency Trading (RePEc:wsi:qjfxxx:v:03:y:2013:i:02:n:s2010139213500122)
  by Robert Jarrow & Hao Li
• The Impact of a Central Bank's Bond Market Intervention on Foreign Exchange Rates (RePEc:wsi:qjfxxx:v:05:y:2015:i:02:n:s2010139215500093)
  by Robert Jarrow & Hao Li
• An Equilibrium Capital Asset Pricing Model in Markets with Price Jumps and Price Bubbles (RePEc:wsi:qjfxxx:v:08:y:2018:i:02:n:s2010139218500052)
  by Robert Jarrow
• The Effects of Yield Control Monetary Policy: A Helicopter Money Drop to Financial Institutions (RePEc:wsi:qjfxxx:v:10:y:2020:i:01:n:s2010139220500044)
  by Robert Jarrow & Sujan Lamichhane
• High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model (RePEc:wsi:qjfxxx:v:10:y:2020:i:04:n:s2010139220500172)
  by Liao Zhu & Sumanta Basu & Robert A. Jarrow & Martin T. Wells
• Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model (RePEc:wsi:qjfxxx:v:11:y:2021:i:04:n:s2010139221500191)
  by Liao Zhu & Robert A. Jarrow & Martin T. Wells
• Index Design: Hedging and Manipulation (RePEc:wsi:qjfxxx:v:12:y:2022:i:02:n:s2010139222500057)
  by Robert Jarrow & Siguang Li
• The Economic Foundations of Risk Management:Theory, Practice, and Applications (RePEc:wsi:wsbook:10221)
  by Robert Jarrow
• Peter Carr Gedenkschrift:Research Advances in Mathematical Finance (RePEc:wsi:wsbook:13491)
  by None
• Financial Derivatives Pricing:Selected Works of Robert Jarrow (RePEc:wsi:wsbook:6911)
  by Robert A Jarrow
• Asset Price Bubbles, Wealth Preserving, Dominating and Replicating Trading Strategies (RePEc:wsi:wschap:9789811280306_0014)
  by Robert A. Jarrow & Yuxuan Liu
• Approximate Option Valuation For Arbitrary Stochastic Processes (RePEc:wsi:wschap:9789812819222_0001)
  by Robert JARROW & Andrew RUDD
• Arbitrage, Continuous Trading, and Margin Requirements (RePEc:wsi:wschap:9789812819222_0002)
  by David C. Heath & Robert A. Jarrow
• Ex-Dividend Stock Price Behavior and Arbitrage Opportunities (RePEc:wsi:wschap:9789812819222_0003)
  by David C. Heath & Robert A. Jarrow
• The Stop-Loss Start-Gain Paradox and Option Valuation: A new Decomposition into Intrinsic and Time Value (RePEc:wsi:wschap:9789812819222_0004)
  by Peter P. Carr & Robert A. Jarrow
• Alternative Characterizations Of American Put Options (RePEc:wsi:wschap:9789812819222_0005)
  by Peter Carr & Robert Jarrow & Ravi Myneni
• Market Manipulation, Bubbles, Corners, and Short Squeezes (RePEc:wsi:wschap:9789812819222_0006)
  by Robert A. Jarrow
• Derivative Security Markets, Market Manipulation, and Option Pricing Theory (RePEc:wsi:wschap:9789812819222_0007)
  by Robert A. Jarrow
• Liquidity risk and arbitrage pricing theory (RePEc:wsi:wschap:9789812819222_0008)
  by Umut Çetin & Robert A. Jarrow & Philip Protter
• Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence (RePEc:wsi:wschap:9789812819222_0009)
  by U. Çetin & R. Jarrow & P. Protter & M. Warachka
• Liquidity Premiums And The Expectations Hypothesis (RePEc:wsi:wschap:9789812819222_0010)
  by Robert A. JARROW
• Forward Contracts And Futures Contracts (RePEc:wsi:wschap:9789812819222_0011)
  by Robert A. JARROW & George S. OLDFIELD
• The Pricing Of Commodity Options With Stochastic Interest Rates (RePEc:wsi:wschap:9789812819222_0012)
  by Robert A. Jarrow
• Bond Pricing And The Term Structure Of Interest Rates: A New Methodology For Contingent Claims Valuation (RePEc:wsi:wschap:9789812819222_0013)
  by David Heath & Robert Jarrow & Andrew Morton
• Pricing foreign currency options under stochastic interest rates (RePEc:wsi:wschap:9789812819222_0014)
  by Kaushik I. Amin & Robert A. Jarrow
• Pricing Options On Risky Assets In A Stochastic Interest Rate Economy (RePEc:wsi:wschap:9789812819222_0015)
  by Kaushik I. Amin & Robert A. Jarrow
• Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model (RePEc:wsi:wschap:9789812819222_0016)
  by Robert Jarrow & Yildiray Yildirim
• Pricing Derivatives on Financial Securities Subject to Credit Risk (RePEc:wsi:wschap:9789812819222_0017)
  by Robert A. Jarrow & Stuart M. Turnbull
• A Markov Model for the Term Structure of Credit Risk Spreads (RePEc:wsi:wschap:9789812819222_0018)
  by Robert A. Jarrow & David Lando & Stuart M. Turnbull
• Default Risk And Diversification: Theory And Empirical Implications (RePEc:wsi:wschap:9789812819222_0019)
  by Robert A. Jarrow & David Lando & Fan Yu
• Counterparty Risk and the Pricing of Defaultable Securities (RePEc:wsi:wschap:9789812819222_0020)
  by Robert A. Jarrow & Fan Yu
• Bankruptcy Prediction with Industry Effects (RePEc:wsi:wschap:9789812819222_0021)
  by Sudheer Chava & Robert A. Jarrow
• Market Pricing of Deposit Insurance (RePEc:wsi:wschap:9789812819222_0022)
  by Darrell Duffie & Robert Jarrow & Amiyatosh Purnanandam & Wei Yang
• Modeling Credit Risk With Partial Information (RePEc:wsi:wschap:9789812819222_0023)
  by Umut Çetin & Robert Jarrow & Philip Protter & Yildiray Yildirim
• Introduction (RePEc:wsi:wschap:9789813147522_0001)
  by Robert Jarrow
• Primary Assets (RePEc:wsi:wschap:9789813147522_0002)
  by Robert Jarrow
• Derivatives (RePEc:wsi:wschap:9789813147522_0003)
  by Robert Jarrow
• Market Risk (Equities, FX, Commodities) (RePEc:wsi:wschap:9789813147522_0004)
  by Robert Jarrow
• Market Risk (Interest Rates) (RePEc:wsi:wschap:9789813147522_0005)
  by Robert Jarrow
• Credit Risk (RePEc:wsi:wschap:9789813147522_0006)
  by Robert Jarrow
• Liquidity Risk (RePEc:wsi:wschap:9789813147522_0007)
  by Robert Jarrow
• Operational Risk (RePEc:wsi:wschap:9789813147522_0008)
  by Robert Jarrow
• Trading Constraints (RePEc:wsi:wschap:9789813147522_0009)
  by Robert Jarrow
• Individuals (RePEc:wsi:wschap:9789813147522_0010)
  by Robert Jarrow
• Firms (RePEc:wsi:wschap:9789813147522_0011)
  by Robert Jarrow
• Banks (RePEc:wsi:wschap:9789813147522_0012)
  by Robert Jarrow
• Diversification (RePEc:wsi:wschap:9789813147522_0013)
  by Robert Jarrow
• Static Hedging (RePEc:wsi:wschap:9789813147522_0014)
  by Robert Jarrow
• Dynamic Hedging (RePEc:wsi:wschap:9789813147522_0015)
  by Robert Jarrow
• Penn Square Bank (1982) (RePEc:wsi:wschap:9789813147522_0016)
  by Robert Jarrow
• Metallgesellschaft (1993) (RePEc:wsi:wschap:9789813147522_0017)
  by Robert Jarrow
• Orange County (1994) (RePEc:wsi:wschap:9789813147522_0018)
  by Robert Jarrow
• Barings Bank (1995) (RePEc:wsi:wschap:9789813147522_0019)
  by Robert Jarrow
• Long Term Capital Management (1998) (RePEc:wsi:wschap:9789813147522_0020)
  by Robert Jarrow
• The Credit Crisis (2007) (RePEc:wsi:wschap:9789813147522_0021)
  by Robert Jarrow
• Washington Mutual (2008) (RePEc:wsi:wschap:9789813147522_0022)
  by Robert Jarrow