Access Statistics for Robert Jarrow

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Integrated Approach to Hedging and Pricing Eurodollar Derivatives 0 0 0 1 0 0 1 776
Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk 1 1 1 11 1 1 1 26
Enlargement of Filtrations: An Exposition of Core Ideas with Financial Examples 1 2 3 7 1 4 9 17
Filtration Reduction and Completeness in Jump-Diffusion Models 1 1 2 2 1 1 7 9
High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model 0 1 1 23 0 1 2 70
Housing Market Microstructure 0 0 0 68 0 0 0 181
Inferring Financial Bubbles from Option Data 0 0 2 45 0 1 5 140
Informational Efficiency under Short Sale Constraints 0 0 0 20 0 0 1 57
Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It? 0 0 0 641 1 1 3 1,954
Is there a bubble in LinkedIn's stock price? 0 0 0 65 0 0 3 243
Model Error in Contingent Claim Models (Dynamic Evaluation) 0 0 0 1 0 1 1 332
Model Error in Contingent Claim Models (Dynamic Evaluation) 0 0 0 1 1 1 1 740
Model Error in Contingent Claim Models Dynamic Evaluation 1 1 1 297 2 2 3 1,805
Modeling Credit Risk with Partial Information 0 0 0 37 0 0 0 109
Modeling credit risk with partial information 0 0 0 5 0 0 0 52
Option pricing with random volatilities in complete markets 0 0 0 1 0 1 1 463
Restructuring Risk in Credit Default Swaps: An Empirical Analysis 0 0 0 141 0 0 2 442
Specification Tests of Calibrated Option Pricing Models 0 0 0 50 0 0 0 134
The Low-volatility Anomaly and the Adaptive Multi-Factor Model 0 0 0 20 0 0 1 50
The economic default time and the Arcsine law 0 0 0 34 2 3 4 128
The effect of trading futures on short sale constraints 1 1 1 2 1 1 2 22
Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model 0 0 0 6 0 0 1 12
Total Working Papers 5 7 11 1,478 10 18 48 7,762

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A CAPM WITH TRADING CONSTRAINTS AND PRICE BUBBLES 0 0 1 6 1 1 2 35
A Characterization of Complete Security Markets On A Brownian Filtration1 0 0 0 14 0 0 0 47
A Critique of Revised Basel II 0 0 0 232 0 1 2 540
A DYSFUNCTIONAL ROLE OF HIGH FREQUENCY TRADING IN ELECTRONIC MARKETS 0 0 2 29 2 2 5 84
A Markov Model for the Term Structure of Credit Risk Spreads 0 0 0 6 8 14 85 3,317
A Model of the Convenience Yields in On-the-Run Treasuries 0 1 2 158 1 4 6 591
A Reduced‐Form Model for Warrant Valuation 0 0 0 0 1 2 2 54
A Unified Approach for Pricing Contingent Claims on Multiple Term Structures 0 0 1 156 0 1 4 280
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital 0 0 1 2 0 1 2 7
A characterization theorem for unique risk neutral probability measures 0 0 0 27 0 0 1 106
A comparison of the APT and CAPM a note 0 1 1 1,273 0 1 1 3,261
A generalized coherent risk measure: The firm's perspective 0 0 0 85 1 1 1 183
A leverage ratio rule for capital adequacy 0 0 3 173 0 0 9 529
A liquidity-based model for asset price bubbles 0 1 2 31 0 1 4 74
A rational asset pricing model for premiums and discounts on closed‐end funds: The bubble theory 0 0 0 6 0 1 3 20
A simple robust model for Cat bond valuation 0 2 10 234 1 4 17 486
A study on asset price bubble dynamics: explosive trend or quadratic variation? 0 0 0 0 0 0 1 1
ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS 0 0 1 36 0 0 6 126
APPLYING THE LOCAL MARTINGALE THEORY OF BUBBLES TO CRYPTOCURRENCIES 0 1 7 17 0 1 13 36
Abnormal Profit Opportunities and the Informational Advantage of High Frequency Trading 1 1 1 13 1 1 1 40
An Equilibrium Capital Asset Pricing Model in Markets with Price Jumps and Price Bubbles 0 0 1 18 0 1 2 74
An autoregressive jump process for common stock returns 0 0 0 141 1 1 2 265
An empirical investigation of large trader market manipulation in derivatives markets 1 2 5 34 1 4 12 106
An explosion time characterization of asset price bubbles 0 0 0 1 1 1 3 4
An improved test for statistical arbitrage 0 0 1 80 1 1 5 217
Approximate option valuation for arbitrary stochastic processes 0 1 8 965 6 9 26 1,595
Arbitrage, Continuous Trading, and Margin Requirements 0 0 0 44 0 0 0 211
Asset Price Bubbles 0 0 1 84 0 1 7 193
Asset market equilibrium with liquidity risk 0 0 0 10 0 0 2 56
BUBBLES AND MULTIPLE-FACTOR ASSET PRICING MODELS 0 0 0 10 0 0 0 38
Bank runs and self-insured bank deposits 0 0 0 10 0 0 1 65
Bankruptcy Prediction with Industry Effects 3 5 27 97 8 23 110 360
Bayesian analysis of contingent claim model error 0 0 0 113 0 0 2 296
Beliefs and arbitrage pricing 0 0 0 16 0 0 0 44
Bond Pricing and the Term Structure of Interest Rates: A Discrete Time Approximation 0 0 4 122 0 1 9 345
Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation 1 6 38 5,184 5 17 96 10,846
CMBS market efficiency: The crisis and the recovery 0 0 1 20 0 0 7 72
Capital adequacy rules, catastrophic firm failure, and systemic risk 0 0 1 11 0 0 3 66
Commercial Mortgage‐Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information 0 0 0 96 0 0 0 335
Computing present values: Capital budgeting done correctly 0 0 0 13 0 1 1 48
Computing the probability of a financial market failure: a new measure of systemic risk 0 0 0 0 0 0 3 3
Concavity, stochastic utility, and risk aversion 0 0 0 4 0 0 3 21
Consensus Beliefs Equilibrium and Market Efficiency 0 0 0 28 1 2 2 112
Convenience yields 1 1 4 41 1 2 6 148
Counterparty Risk and the Pricing of Defaultable Securities 0 0 3 202 1 2 7 594
Credit Risk Models 1 4 16 256 1 7 25 511
Credit Risk, Liquidity, and Bubbles 0 0 1 8 1 1 3 24
Credit market equilibrium theory and evidence: Revisiting the structural versus reduced form credit risk model debate 0 1 5 149 0 3 18 376
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 0 0 0 112 1 1 4 295
Default Parameter Estimation Using Market Prices 1 1 1 1 1 1 1 1
Delta, gamma and bucket hedging of interest rate derivatives 0 1 5 104 2 4 9 352
Derivative Security Markets, Market Manipulation, and Option Pricing Theory 0 0 1 96 0 2 6 255
Designing catastrophic bonds for catastrophic risks in agriculture 0 1 2 15 0 3 5 51
Discrete versus continuous time models: Local martingales and singular processes in asset pricing theory 0 0 3 77 0 1 8 241
Discretely sampled variance and volatility swaps versus their continuous approximations 0 0 1 10 0 0 3 47
Distressed debt prices and recovery rate estimation 0 0 1 91 0 0 1 300
Downside Loss Aversion and Portfolio Management 1 2 2 28 1 3 5 124
ESTIMATING THE VALUE OF DELIVERY OPTIONS IN FUTURES CONTRACTS 0 0 0 20 0 0 0 84
Endogenous liquidity risk and dealer market structure 0 0 0 2 0 0 0 8
Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model 0 0 0 48 0 0 0 123
Ex-dividend Stock Price Behavior and Arbitrage Opportunities 0 0 0 486 1 1 2 1,853
Exploring Mispricing in the Term Structure of CDS Spreads 0 0 0 9 2 2 3 44
FITTING DYNAMICALLY CONSISTENT FORWARD RATE CURVES: ALGORITHM AND COMPARISON 1 4 4 4 2 6 6 6
FORWARD AND FUTURES PRICES WITH BUBBLES 0 0 1 6 0 0 1 18
Fair Microfinance Loan Rates 0 0 2 10 0 1 8 51
Financial crises and economic growth 0 0 0 38 0 1 2 102
Foreign currency bubbles 0 0 0 23 0 0 0 90
Forward Rate Curve Smoothing 0 0 4 24 1 3 14 103
Forward contracts and futures contracts 0 2 12 605 0 5 25 1,385
Funding shortages, expectations, and forward rate risk premium 0 0 0 0 0 0 1 5
Futures contract collateralization and its implications 0 0 0 1 1 2 4 6
Government Policies, Residential Mortgage Defaults and the Boom and Bust Cycle of Housing Prices 0 0 0 9 0 0 2 62
Hedging contingent claims on semimartingales 0 0 0 176 0 0 1 689
Hedging derivatives with model error 0 0 0 10 0 0 1 45
Hedging in a HJM model 0 0 1 71 0 0 4 193
Heterogeneous Expectations, Restrictions on Short Sales, and Equilibrium Asset Prices 0 0 1 141 0 0 1 348
High frequency trading and standard asset pricing models 1 2 4 9 1 2 7 17
High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model 0 0 0 8 1 2 6 47
Housing prices and the optimal time-on-the-market decision 0 0 0 8 0 0 0 59
In Honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes: A Partial Differential Equation That Changed the World 0 0 1 527 0 0 3 1,650
Index Design: Hedging and Manipulation 0 0 1 2 1 2 5 12
Inferring financial bubbles from option data 0 0 3 9 1 3 11 31
Inflation-Adjusted Bonds, Swaps, and Derivatives 0 0 0 0 2 3 5 5
Information reduction via level crossings in a credit risk model 0 0 0 26 0 0 0 88
Interest Rate Caps “Smile” Too! But Can the LIBOR Market Models Capture the Smile? 0 0 0 75 1 1 2 252
Interest rate swaps: a comparison of compounded daily versus discrete reference rates 0 0 6 11 2 3 16 29
Is Mean-Variance Analysis Vacuous: Or was Beta Still Born? 0 0 0 9 0 0 0 37
Jump Risks and the Intertemporal Capital Asset Pricing Model 1 1 3 245 1 3 6 615
Large traders, hidden arbitrage, and complete markets 0 0 1 57 0 0 4 158
Liquidity risk and arbitrage pricing theory 0 0 2 56 0 2 9 238
MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL 1 1 3 41 1 1 5 137
Market Manipulation and Corporate Finance: A New Perspective 0 0 0 0 0 5 10 324
Market Manipulation, Bubbles, Corners, and Short Squeezes 2 3 12 341 3 5 24 821
Market Manipulation, Price Bubbles, and a Model of the U.S. Treasury Securities Auction Market 0 0 0 55 1 1 2 159
Market Pricing of Deposit Insurance 0 0 1 77 0 0 1 192
Media trading groups and short selling manipulation 0 0 0 1 0 0 4 7
Modeling loan commitments 0 0 7 186 0 1 12 373
OPTION PRICING USING THE TERM STRUCTURE OF INTEREST RATES TO HEDGE SYSTEMATIC DISCONTINUITIES IN ASSET RETURNS1 0 0 2 55 0 0 2 112
On Model Testing in Financial Economics 0 0 0 17 1 1 1 54
On aggregation and representative agent equilibria 0 0 0 13 0 0 0 37
Operational risk 0 1 12 229 1 3 29 572
Optimal cash holdings under heterogeneous beliefs 0 0 0 5 0 0 0 17
Option Pricing and Implicit Volatilities 0 0 0 0 0 0 1 170
Option Pricing in an Incomplete Market 0 0 0 0 0 1 1 1
Portfolio balance effects and the Federal Reserve’s large-scale asset purchases 0 0 1 5 0 0 2 15
Preferences, Continuity, and the Arbitrage Pricing Theory 0 0 0 51 1 1 2 259
Pricing Derivatives on Financial Securities Subject to Credit Risk 6 9 45 1,718 10 21 95 3,467
Pricing Options On Risky Assets In A Stochastic Interest Rate Economy1 0 0 0 92 1 1 1 202
Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence 0 0 0 201 0 0 1 473
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 0 0 6 192 1 2 23 486
Pricing foreign currency options under stochastic interest rates 0 1 4 1,022 1 2 13 1,662
Put Option Premiums and Coherent Risk Measures 0 0 1 54 0 0 3 146
RELATING TOP-DOWN WITH BOTTOM-UP APPROACHES IN THE EVALUATION OF ABS WITH LARGE COLLATERAL POOLS 0 0 0 0 0 0 0 9
Reduced-form valuation of callable corporate bonds: Theory and evidence 0 0 1 136 2 2 10 449
Relative asset price bubbles 0 0 1 26 0 1 5 110
Restructuring risk in credit default swaps: An empirical analysis 0 0 1 15 0 0 1 77
Review of John E. Gilster, Jr. "Option Pricing Theory: Is "Risk Free" Hedging Feasible? 0 0 0 0 0 0 0 202
Risk premia, asset price bubbles, and monetary policy 1 1 3 9 1 1 4 25
Risky coupon bonds as a portfolio of zero-coupon bonds 0 1 4 79 0 2 11 254
Risk‐neutral pricing techniques and examples 0 0 1 6 1 2 7 28
Simulating and validating a multi-factor Heath, Jarrow and Morton model with negative interest rates 0 2 5 6 2 4 8 12
Spanning and completeness in markets with contingent claims 2 2 7 240 2 2 11 407
Specification tests of calibrated option pricing models 0 1 1 6 0 1 3 56
THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS 0 0 0 6 1 1 1 45
THE LOW-VOLATILITY ANOMALY AND THE ADAPTIVE MULTI-FACTOR MODEL 0 0 1 1 0 1 4 4
THE THIRD FUNDAMENTAL THEOREM OF ASSET PRICING 0 0 0 7 1 1 3 42
Tax liens: a novel application of asset pricing theory 0 0 0 36 1 2 3 128
Testing market efficiency using statistical arbitrage with applications to momentum and value strategies 0 1 3 370 1 4 18 909
The Economics of Credit Default Swaps 2 2 5 63 2 2 11 188
The Economics of Insurance: A Derivatives-Based Approach 0 0 0 5 0 2 2 24
The Effects of Yield Control Monetary Policy: A Helicopter Money Drop to Financial Institutions 0 0 3 39 1 1 4 103
The Impact of a Central Bank's Bond Market Intervention on Foreign Exchange Rates 0 0 0 13 0 1 1 56
The Liquidity Discount 0 0 1 222 2 3 6 773
The Relationship between Arbitrage and First Order Stochastic Dominance 1 1 1 48 2 2 4 186
The Relationship between Yield, Risk and Return of Corporate Bonds 0 0 2 137 1 2 5 554
The Relevance of Fiduciary Conflict-of-Interests in Control versus Issue Proxy Contests 0 0 0 1 0 0 0 34
The Second Fundamental Theorem of Asset Pricing 0 0 0 15 0 2 4 83
The Second Fundamental Theorem of Asset Pricing: A New Approach 0 0 0 2 0 0 4 823
The Stop-Loss Start-Gain Paradox and Option Valuation: A New Decomposition into Intrinsic and Time Value 0 1 7 456 2 6 23 1,301
The Term Structure of Interest Rates 0 3 17 312 3 10 30 939
The arbitrage-free valuation and hedging of demand deposits and credit card loans 2 7 32 747 4 14 67 1,401
The cost of operational risk loss insurance 0 0 0 28 2 2 3 98
The economic default time and the arcsine law 0 0 0 3 1 1 5 31
The error learning hypothesis: The evidence reexamined 0 0 0 8 0 0 3 60
The impact of quantitative easing on the US term structure of interest rates 0 1 3 70 0 1 7 227
The intersection of market and credit risk 1 1 6 712 3 6 18 1,302
The no-arbitrage pricing of non-traded assets 0 0 4 6 1 1 6 10
The valuation of a firm’s investment opportunities: a reduced form credit risk perspective 0 0 0 48 0 1 3 159
The zero-lower bound on interest rates: Myth or reality? 0 0 1 39 0 0 4 104
Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model 0 0 0 2 0 0 0 8
Understanding the risk of leveraged ETFs 4 4 15 269 4 5 18 600
Volatility Uncertainty, Time Decay, and Option Bid-Ask Spreads in an Incomplete Market 0 0 4 28 0 0 7 82
Total Journal Articles 35 84 433 22,085 127 301 1,267 58,550
5 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Introduction to Derivative Securities, Financial Markets, and Risk Management 1 4 16 16 4 16 45 45
Financial Derivatives Pricing:Selected Works of Robert Jarrow 0 1 3 11 2 7 16 158
The Economic Foundations of Risk Management:Theory, Practice, and Applications 0 0 8 45 1 4 20 111
Total Books 1 5 27 72 7 27 81 314

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Markov Model for the Term Structure of Credit Risk Spreads 3 4 23 108 5 10 36 284
ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS 0 0 0 12 0 0 2 48
APPROXIMATE OPTION VALUATION FOR ARBITRARY STOCHASTIC PROCESSES 3 6 11 59 4 10 25 149
Arbitrage and Trading 0 0 0 0 0 0 2 2
Arbitrage, Continuous Trading, and Margin Requirements 0 0 0 3 0 0 0 22
Asset Price Bubbles, Wealth Preserving, Dominating and Replicating Trading Strategies 0 0 2 11 0 2 5 23
BOND PRICING AND THE TERM STRUCTURE OF INTEREST RATES: A NEW METHODOLOGY FOR CONTINGENT CLAIMS VALUATION 0 1 11 64 1 2 28 194
Bankruptcy Prediction with Industry Effects 0 0 6 25 2 3 16 88
Banks 0 0 0 0 1 3 9 27
Barings Bank (1995) 0 0 1 4 0 0 3 16
Counterparty Risk and the Pricing of Defaultable Securities 0 0 3 12 0 1 7 84
Credit Risk 0 0 0 17 0 0 3 54
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 0 0 1 5 0 0 2 21
Derivative Security Markets, Market Manipulation, and Option Pricing Theory 0 0 0 7 0 0 0 38
Derivatives 0 0 1 11 0 0 2 29
Derivatives and Risk Management 1 1 4 4 1 2 9 9
Diversification 0 0 0 3 0 0 0 6
Dynamic Hedging 0 0 3 4 0 0 4 9
Ex-Dividend Stock Price Behavior and Arbitrage Opportunities 0 0 1 5 0 1 4 33
FORWARD CONTRACTS AND FUTURES CONTRACTS 0 2 11 131 1 3 21 336
Financial Engineering and Swaps 0 0 0 0 0 0 1 1
Firms 0 0 1 1 0 0 1 5
Forwards and Futures 0 0 0 0 0 0 1 1
Forwards and Futures Markets 0 0 0 0 0 0 1 1
Futures Hedging 0 0 1 1 0 0 3 3
Futures Regulations 0 0 0 0 0 0 0 0
Futures Trading 0 0 0 0 1 2 3 3
Individuals 0 0 0 0 1 1 1 4
Interest Rate Swaps 0 0 1 1 0 0 2 2
Interest Rates 0 0 0 0 0 0 0 0
Introduction 0 1 1 2 0 1 2 3
LIQUIDITY PREMIUMS AND THE EXPECTATIONS HYPOTHESIS 0 0 0 4 0 0 1 17
Liquidity Risk 0 0 1 2 0 0 1 14
Liquidity risk and arbitrage pricing theory 0 0 2 9 1 1 4 66
Long Term Capital Management (1998) 0 0 0 2 0 0 0 6
MODELING CREDIT RISK WITH PARTIAL INFORMATION 0 0 0 3 0 0 0 29
Market Manipulation, Bubbles, Corners, and Short Squeezes 0 0 5 42 2 2 8 111
Market Pricing of Deposit Insurance 0 0 0 4 0 0 1 24
Market Risk (Equities, FX, Commodities) 0 1 1 2 0 1 1 15
Market Risk (Interest Rates) 0 0 0 0 0 0 0 5
Metallgesellschaft (1993) 0 0 2 3 1 1 3 15
Multiperiod Binomial HJM Model 0 0 0 0 0 0 0 0
Multiperiod Binomial Model 0 0 1 1 1 1 6 6
Operational Risk 0 0 1 8 0 0 7 39
Option Relations 0 0 1 1 0 0 3 3
Option Trading Strategies 0 0 4 4 0 0 7 7
Options 0 0 0 0 2 2 2 2
Options Markets and Trading 0 0 1 1 0 1 3 3
Orange County (1994) 0 1 1 2 0 1 3 6
PRICING OPTIONS ON RISKY ASSETS IN A STOCHASTIC INTEREST RATE ECONOMY 0 0 0 8 0 0 0 48
Penn Square Bank (1982) 0 0 1 1 0 0 1 11
Pricing Derivatives on Financial Securities Subject to Credit Risk 1 3 21 132 3 6 36 353
Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence 0 0 0 3 0 0 0 26
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 0 1 4 17 1 2 7 67
Pricing foreign currency options under stochastic interest rates 0 0 0 17 0 0 2 63
Primary Assets 0 1 1 2 0 1 2 3
Risk Management Models 0 2 12 12 2 11 43 43
Single-Period Binomial Heath–Jarrow–Morton Model 0 0 0 0 0 1 2 2
Single-Period Binomial Model 1 1 1 1 2 2 3 3
Static Hedging 0 1 1 1 0 1 2 4
Stocks 0 0 0 0 0 1 2 2
THE PRICING OF COMMODITY OPTIONS WITH STOCHASTIC INTEREST RATES 1 1 1 9 1 1 2 29
The Black–Scholes–Merton Model 0 0 0 0 0 0 2 2
The Cost-of-Carry Model 0 1 1 1 0 1 5 5
The Credit Crisis (2007) 0 0 1 2 0 0 1 6
The Extended Cost-of-Carry Model 0 0 1 1 0 1 4 4
The Heath–Jarrow–Morton Libor Model 0 0 1 1 0 0 3 3
The Stop-Loss Start-Gain Paradox and Option Valuation: A new Decomposition into Intrinsic and Time Value 0 0 1 28 0 1 9 127
Trading Constraints 0 0 0 1 0 0 1 9
Using the Black–Scholes–Merton Model 0 1 1 1 0 1 2 2
Washington Mutual (2008) 0 0 0 2 0 0 0 5
Yields and Forward Rates 1 1 2 2 1 1 2 2
Total Chapters 11 30 152 820 34 82 374 2,682

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Statistics updated 2025-03-03