Concepedia

Robert A. Jarrow

RA

Statistics

Publications

169

Citations

20K

H-Index

60

Active since

1977

Affiliations

Cornell University(Current)

Columbia University

Robert A. Jarrow is an author at Cornell University specializing in financial economics, finance, and business.

ORCID

Publications per year

1977–2022

169

Publications

169

Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation

David Heath, Robert A. Jarrow, A. J. Morton · Econometrica · 1992 · 3.2K citations

, , +17

Pricing Derivatives on Financial Securities Subject to Credit Risk

Robert A. Jarrow, Stuart M. Turnbull · The Journal of Finance · 1995 · 2K citations

, , +17

A Markov Model for the Term Structure of Credit Risk Spreads

Robert A. Jarrow, David Lando, Stuart M. Turnbull · Review of Financial Studies · 1997 · 1.5K citations

, , +14

Bankruptcy Prediction with Industry Effects

Sudheer Chava, Robert A. Jarrow · European Finance Review · 2004 · 802 citations · Full text

, , +17

Counterparty Risk and the Pricing of Defaultable Securities

Robert A. Jarrow, Fan Yu · The Journal of Finance · 2001 · 671 citations

, , +17

1–5 of 169