Robert A. Jarrow - Concepedia

Author

Robert A. Jarrow

Also Known As

Jarrow, Robert, Jarrow, Robert A, Jarrow, Robert A., Jarrow, Robert A. 1952-, R A Jarrow, R. Jarrow, ROBERT A. JARROW, ROBERT JARROW, Robert A Jarrow, Robert A. JARROW

518

Publications

22.2K

Citations

H-Index

127

Concepts

All Affiliations

Cornell University Columbia University

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	47	114	12.2K
2	Management	29	48	8.1K
3	Accounting	14	16	840
4	Engineering	10	11	1.1K
5	Social Sciences	1	1	11

Robert A. Jarrow

168

Publications

19.8K

Citations

H-Index

Page 1

	Year	Citations
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
Pricing Derivatives on Financial Securities Subject to Credit Risk Robert A. Jarrow, Stuart M. Turnbull The Journal of Finance EconomicsFinancial EconomicsAsset PricingCorporate Risk ManagementFinancial Risk Management	1995	2K
A Markov Model for the Term Structure of Credit Risk Spreads Robert A. Jarrow, David Lando, Stuart M. Turnbull Review of Financial Studies Term Structure ModelFinancial Risk ManagementTerm StructureRobert A. JarrowMarkov Model	1997	1.5K
Bankruptcy Prediction with Industry Effects Sudheer Chava, Robert A. Jarrow European Finance Review	2004	790
Counterparty Risk and the Pricing of Defaultable Securities Robert A. Jarrow, Fan Yu The Journal of Finance Empirical FinanceFinancial Risk ManagementInternational Financial CrisisFinancial RiskFinancial Network Analysis	2001	666
Approximate option valuation for arbitrary stochastic processes Robert A. Jarrow, Andrew Rudd Journal of Financial Economics Option PricingEngineeringApproximate Option ValuationStochastic ProcessesDerivative Pricing	1982	625
ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS Peter Carr, Robert A. Jarrow, Ravi Myneni Mathematical Finance Option PricingAsset PricingDerivative PricingAlternative RepresentationsBusiness	1992	492
Market Manipulation, Bubbles, Corners, and Short Squeezes Robert A. Jarrow Journal of Financial and Quantitative Analysis Market MicrostructureEconomicsMarket ManipulationFinancial EconomicsAsset Pricing	1992	415
Pricing Derivatives on Financial Securities Subject to Credit Risk Robert A. Jarrow, Stuart M. Turnbull The Journal of Finance EconomicsFinancial EconomicsAsset PricingCorporate Risk ManagementFinancial Risk Management	1995	401
Pricing foreign currency options under stochastic interest rates Kaushik I. Amin, Robert A. Jarrow Journal of International Money and Finance Monetary PolicyEconomicsOption PricingAsset PricingInternational Finance	1991	350

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