Access Statistics for Robert Jarrow

Author contact details at EconPapers.

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 2 778
Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk 1 2 3 13 2 4 6 31
Enlargement of Filtrations: An Exposition of Core Ideas with Financial Examples 0 1 4 8 0 3 9 21
Filtration Reduction and Completeness in Jump-Diffusion Models 0 0 2 2 0 0 5 10
High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model 0 0 1 23 0 0 2 70
Housing Market Microstructure 0 0 0 68 0 1 2 183
Inferring Financial Bubbles from Option Data 0 0 3 46 1 2 7 143
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 5 1,956
Is there a bubble in LinkedIn's stock price? 0 0 0 65 0 0 2 243
Model Error in Contingent Claim Models (Dynamic Evaluation) 0 0 0 1 1 2 4 743
Model Error in Contingent Claim Models (Dynamic Evaluation) 0 0 0 1 0 0 1 332
Model Error in Contingent Claim Models Dynamic Evaluation 0 0 1 297 1 1 4 1,806
Modeling Credit Risk with Partial Information 0 0 0 37 0 0 1 110
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 2 464
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 0 50
The economic default time and the Arcsine law 0 0 0 34 0 0 5 129
The effect of trading futures on short sale constraints 0 0 1 2 0 0 2 22
Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model 0 0 0 6 0 0 0 12
Total Working Papers 1 3 15 1,482 6 15 62 7,788

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 3 36
A Characterization of Complete Security Markets On A Brownian Filtration1 0 0 0 14 0 0 0 47
A Credit Spread Decomposition: A Resolution of the Credit Spread Puzzle 1 3 3 3 2 5 5 5
A Critique of Revised Basel II 0 0 0 232 0 0 2 540
A DYSFUNCTIONAL ROLE OF HIGH FREQUENCY TRADING IN ELECTRONIC MARKETS 0 0 1 29 0 0 3 84
A Markov Model for the Term Structure of Credit Risk Spreads 0 0 0 6 3 12 75 3,330
A Model of the Convenience Yields in On-the-Run Treasuries 0 0 1 158 0 1 6 592
A Reduced‐Form Model for Warrant Valuation 0 0 0 0 0 0 2 54
A Unified Approach for Pricing Contingent Claims on Multiple Term Structures 0 0 1 156 0 0 4 280
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital 0 0 1 2 0 2 4 9
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 2 1,274 0 2 3 3,263
A generalized coherent risk measure: The firm's perspective 0 0 0 85 0 0 1 183
A leverage ratio rule for capital adequacy 0 0 1 173 0 0 4 529
A liquidity-based model for asset price bubbles 0 0 1 31 0 1 4 76
A rational asset pricing model for premiums and discounts on closed‐end funds: The bubble theory 0 0 0 6 0 0 2 20
A robust test of Merton's structural model for credit risk 1 2 3 3 1 4 8 8
A simple robust model for Cat bond valuation 1 3 8 237 5 7 19 495
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 6 127
APPLYING THE LOCAL MARTINGALE THEORY OF BUBBLES TO CRYPTOCURRENCIES 0 1 6 18 0 3 13 40
Abnormal Profit Opportunities and the Informational Advantage of High Frequency Trading 0 0 1 13 0 0 1 40
An Equilibrium Capital Asset Pricing Model in Markets with Price Jumps and Price Bubbles 0 0 1 18 0 0 2 74
An autoregressive jump process for common stock returns 0 0 0 141 0 0 2 265
An empirical investigation of large trader market manipulation in derivatives markets 0 1 6 35 0 3 15 110
An explosion time characterization of asset price bubbles 0 0 0 1 1 1 3 5
An improved test for statistical arbitrage 0 0 1 80 1 1 4 218
Approximate option valuation for arbitrary stochastic processes 0 1 7 968 1 3 21 1,600
Arbitrage, Continuous Trading, and Margin Requirements 0 0 0 44 0 0 0 211
Arbitrage, martingales, and private monetary value 0 0 0 0 0 1 1 1
Asset Price Bubbles 0 0 0 84 0 1 6 194
Asset market equilibrium with liquidity risk 0 0 0 10 0 0 3 57
Asset price bubbles and risk management 0 0 0 0 0 0 0 0
BUBBLES AND MULTIPLE-FACTOR ASSET PRICING MODELS 0 0 1 11 0 0 1 39
Bank runs and self-insured bank deposits 0 0 0 10 0 0 1 65
Bankruptcy Prediction with Industry Effects 0 5 20 103 3 18 83 382
Bayesian analysis of contingent claim model error 0 0 1 114 0 0 5 300
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 3 122 0 0 8 345
Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation 2 2 26 5,188 4 12 72 10,861
CMBS market efficiency: The crisis and the recovery 0 2 4 23 1 6 11 79
Capital adequacy rules, catastrophic firm failure, and systemic risk 0 0 0 11 0 1 3 68
Commercial Mortgage‐Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information 0 0 0 96 1 1 1 336
Computing present values: Capital budgeting done correctly 0 0 0 13 0 0 1 48
Computing the probability of a financial market failure: a new measure of systemic risk 0 0 0 0 0 0 2 4
Concavity, stochastic utility, and risk aversion 0 0 0 4 1 1 3 22
Consensus Beliefs Equilibrium and Market Efficiency 0 0 0 28 0 0 2 112
Convenience yields 0 0 3 41 0 0 5 148
Counterparty Risk and the Pricing of Defaultable Securities 0 1 1 203 0 2 6 596
Credit Risk Models 0 1 13 257 0 2 21 514
Credit Risk, Liquidity, and Bubbles 0 0 1 8 0 0 2 24
Credit market equilibrium theory and evidence: Revisiting the structural versus reduced form credit risk model debate 0 0 3 149 1 2 10 379
Credit rating accuracy and incentives 0 0 0 0 0 0 0 0
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 0 0 0 112 0 2 4 297
Default Parameter Estimation Using Market Prices 0 0 1 1 0 0 1 1
Delta, gamma and bucket hedging of interest rate derivatives 0 0 5 104 0 0 9 352
Derivative Security Markets, Market Manipulation, and Option Pricing Theory 1 2 2 98 1 2 8 258
Designing catastrophic bonds for catastrophic risks in agriculture 0 0 2 15 1 2 7 53
Discrete versus continuous time models: Local martingales and singular processes in asset pricing theory 0 1 3 78 0 1 9 243
Discretely sampled variance and volatility swaps versus their continuous approximations 0 0 1 10 0 0 3 48
Distressed debt prices and recovery rate estimation 0 1 1 92 0 1 1 301
Downside Loss Aversion and Portfolio Management 0 0 2 28 0 1 6 125
ESTIMATING THE VALUE OF DELIVERY OPTIONS IN FUTURES CONTRACTS 0 0 0 20 2 3 4 88
Endogenous liquidity risk and dealer market structure 0 0 0 2 0 0 0 8
Estimating expected losses and liquidity discounts implicit in debt prices 0 0 0 0 0 0 0 0
Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model 0 0 0 48 0 1 2 125
Ex-dividend Stock Price Behavior and Arbitrage Opportunities 0 1 1 487 0 3 5 1,856
Exploring Mispricing in the Term Structure of CDS Spreads 0 0 0 9 0 0 3 44
FITTING DYNAMICALLY CONSISTENT FORWARD RATE CURVES: ALGORITHM AND COMPARISON 4 8 15 15 7 12 23 23
FORWARD AND FUTURES PRICES WITH BUBBLES 0 0 2 7 0 0 2 19
Fair Microfinance Loan Rates 0 0 1 10 0 2 6 53
Financial crises and economic growth 0 0 0 38 1 1 2 103
Foreign currency bubbles 0 0 0 23 0 0 0 90
Forward Rate Curve Smoothing 0 3 5 27 0 4 13 108
Forward contracts and futures contracts 2 4 12 611 2 12 33 1,403
Funding shortages, expectations, and forward rate risk premium 0 0 0 0 0 1 2 6
Futures contract collateralization and its implications 0 0 0 1 1 1 4 7
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 1 2 690
Hedging derivatives with model error 0 0 0 10 0 0 0 45
Hedging in a HJM model 0 0 0 71 0 0 1 193
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 0 0 3 9 0 0 3 17
High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model 0 0 0 8 0 0 3 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 1 4 1,651
Index Design: Hedging and Manipulation 0 0 1 2 0 0 4 12
Inferring financial bubbles from option data 0 0 1 10 0 0 6 32
Inflation-Adjusted Bonds, Swaps, and Derivatives 0 2 2 2 1 3 9 9
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 0 0 2 252
Interest rate swaps: a comparison of compounded daily versus discrete reference rates 1 1 5 12 2 2 12 31
Is Mean-Variance Analysis Vacuous: Or was Beta Still Born? 0 2 2 11 0 2 2 39
Jump Risks and the Intertemporal Capital Asset Pricing Model 0 0 1 245 1 2 5 617
Large traders, hidden arbitrage, and complete markets 0 0 0 57 0 0 4 159
Liquidity risk and arbitrage pricing theory 0 0 1 56 0 3 8 241
MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL 0 1 2 42 0 1 3 139
Market Manipulation and Corporate Finance: A New Perspective 0 0 0 0 0 3 11 327
Market Manipulation, Bubbles, Corners, and Short Squeezes 1 1 7 342 2 4 16 826
Market Manipulation, Price Bubbles, and a Model of the U.S. Treasury Securities Auction Market 0 0 0 55 0 0 1 159
Market Pricing of Deposit Insurance 0 1 1 78 0 1 1 193
Media trading groups and short selling manipulation 0 0 0 1 0 0 4 7
Modeling loan commitments 0 1 4 187 0 1 8 375
No arbitrage for a special class of filtration expansions 1 1 1 1 2 3 3 3
OPTION PRICING USING THE TERM STRUCTURE OF INTEREST RATES TO HEDGE SYSTEMATIC DISCONTINUITIES IN ASSET RETURNS1 0 0 0 55 0 0 0 112
On Model Testing in Financial Economics 0 0 0 17 0 0 1 54
On aggregation and representative agent equilibria 0 0 0 13 0 0 1 38
Operational risk 0 1 5 230 0 6 16 578
Optimal cash holdings under heterogeneous beliefs 0 0 0 5 0 0 0 17
Option Pricing and Implicit Volatilities 0 0 0 0 0 1 2 171
Option Pricing in an Incomplete Market 1 1 2 2 2 4 7 7
Portfolio balance effects and the Federal Reserve’s large-scale asset purchases 0 0 1 5 0 0 1 15
Preferences, Continuity, and the Arbitrage Pricing Theory 0 0 0 51 1 1 3 260
Pricing Derivatives on Financial Securities Subject to Credit Risk 4 8 41 1,729 12 25 86 3,499
Pricing Options On Risky Assets In A Stochastic Interest Rate Economy1 0 0 0 92 0 0 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 1 3 7 196 1 5 20 492
Pricing foreign currency options under stochastic interest rates 0 1 3 1,023 0 1 9 1,663
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 1 1 3 138 2 2 9 452
Relative asset price bubbles 0 0 1 26 0 0 3 110
Restructuring risk in credit default swaps: An empirical analysis 0 0 1 15 0 0 2 78
Review of John E. Gilster, Jr. "Option Pricing Theory: Is "Risk Free" Hedging Feasible? 0 0 0 0 0 1 1 203
Risk measures and the impact of asset price bubbles 1 1 1 1 1 1 1 1
Risk premia, asset price bubbles, and monetary policy 0 0 2 9 0 0 3 25
Risky coupon bonds as a portfolio of zero-coupon bonds 0 0 3 80 0 1 9 256
Risk‐neutral pricing techniques and examples 0 0 1 6 0 0 6 29
Simulating and validating a multi-factor Heath, Jarrow and Morton model with negative interest rates 0 1 4 7 1 3 9 16
Spanning and completeness in markets with contingent claims 0 2 7 243 1 5 13 414
Specification tests of calibrated option pricing models 0 0 1 6 0 0 1 56
THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS 0 0 0 6 0 0 1 45
THE LOW-VOLATILITY ANOMALY AND THE ADAPTIVE MULTI-FACTOR MODEL 1 1 1 2 2 2 4 6
THE THIRD FUNDAMENTAL THEOREM OF ASSET PRICING 0 0 0 7 0 0 2 42
Tax liens: a novel application of asset pricing theory 0 0 0 36 0 0 4 129
Testing market efficiency using statistical arbitrage with applications to momentum and value strategies 0 0 2 370 0 2 20 912
The Economics of Credit Default Swaps 0 2 6 65 0 4 9 192
The Economics of Insurance: A Derivatives-Based Approach 0 0 0 5 0 1 3 25
The Effects of Yield Control Monetary Policy: A Helicopter Money Drop to Financial Institutions 0 1 4 41 2 4 8 108
The Impact of a Central Bank's Bond Market Intervention on Foreign Exchange Rates 0 2 2 15 0 2 3 58
The Liquidity Discount 0 0 1 222 1 1 6 774
The Relationship between Arbitrage and First Order Stochastic Dominance 0 0 1 48 0 0 3 186
The Relationship between Yield, Risk and Return of Corporate Bonds 0 0 0 137 0 1 4 555
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 1 1 1 16 1 1 3 84
The Second Fundamental Theorem of Asset Pricing: A New Approach 0 0 0 2 1 2 5 825
The Stop-Loss Start-Gain Paradox and Option Valuation: A New Decomposition into Intrinsic and Time Value 0 0 6 457 0 3 23 1,307
The Term Structure of Interest Rates 1 1 12 315 2 9 28 950
The arbitrage-free valuation and hedging of demand deposits and credit card loans 2 9 30 757 4 15 61 1,417
The cost of operational risk loss insurance 0 0 0 28 1 2 4 100
The economic default time and the arcsine law 0 0 0 3 0 1 6 32
The error learning hypothesis: The evidence reexamined 0 0 0 8 0 0 1 60
The impact of quantitative easing on the US term structure of interest rates 0 0 1 70 1 2 6 229
The intersection of market and credit risk 1 3 7 717 1 6 17 1,311
The no-arbitrage pricing of non-traded assets 0 0 1 6 0 0 3 10
The valuation of a firm’s investment opportunities: a reduced form credit risk perspective 0 0 0 48 0 1 4 160
The zero-lower bound on interest rates: Myth or reality? 0 0 1 39 0 0 3 104
Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model 0 0 0 2 0 0 0 8
Understanding the risk of leveraged ETFs 1 2 10 271 2 5 15 605
Volatility Uncertainty, Time Decay, and Option Bid-Ask Spreads in an Incomplete Market 0 0 2 28 0 0 3 82
Total Journal Articles 30 94 380 22,210 88 289 1,180 58,924
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 0 4 21 21 0 15 64 64
Financial Derivatives Pricing:Selected Works of Robert Jarrow 0 1 2 12 1 3 12 161
The Economic Foundations of Risk Management:Theory, Practice, and Applications 0 1 6 46 0 1 16 112
Total Books 0 6 29 79 1 19 92 337

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 0 2 21 110 3 6 36 290
ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS 0 0 0 12 2 2 4 50
APPROXIMATE OPTION VALUATION FOR ARBITRARY STOCHASTIC PROCESSES 0 1 8 60 1 2 18 151
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 1 11 0 1 4 24
BOND PRICING AND THE TERM STRUCTURE OF INTEREST RATES: A NEW METHODOLOGY FOR CONTINGENT CLAIMS VALUATION 0 0 6 64 1 2 17 197
Bankruptcy Prediction with Industry Effects 0 0 5 26 0 2 14 91
Banks 0 0 0 0 0 0 5 27
Barings Bank (1995) 0 0 1 4 0 0 2 16
Counterparty Risk and the Pricing of Defaultable Securities 0 0 1 12 0 0 3 84
Credit Risk 0 0 0 17 0 1 2 55
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 0 0 0 5 0 1 2 22
Derivative Security Markets, Market Manipulation, and Option Pricing Theory 0 0 0 7 0 0 0 38
Derivatives 0 0 0 11 0 0 1 29
Derivatives and Risk Management 0 0 5 5 2 4 14 15
Diversification 0 0 0 3 0 0 0 6
Dynamic Hedging 0 0 3 4 0 0 3 9
Ex-Dividend Stock Price Behavior and Arbitrage Opportunities 0 0 2 6 0 0 5 34
FORWARD CONTRACTS AND FUTURES CONTRACTS 0 2 10 133 0 2 16 339
Financial Engineering and Swaps 0 1 1 1 0 1 2 2
Firms 0 0 0 1 0 0 0 5
Forwards and Futures 0 0 0 0 0 0 1 1
Forwards and Futures Markets 0 0 0 0 0 1 2 2
Futures Hedging 0 0 2 2 0 0 4 4
Futures Regulations 0 0 0 0 0 1 1 1
Futures Trading 0 0 0 0 0 0 3 3
Individuals 0 0 0 0 0 0 1 4
Interest Rate Swaps 0 0 1 1 0 3 5 5
Interest Rates 0 0 0 0 0 0 0 0
Introduction 0 0 1 2 0 0 2 3
LIQUIDITY PREMIUMS AND THE EXPECTATIONS HYPOTHESIS 0 0 0 4 0 0 2 18
Liquidity Risk 0 0 1 2 0 0 1 14
Liquidity risk and arbitrage pricing theory 1 1 2 10 2 2 6 69
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 1 1 3 43 1 1 6 112
Market Pricing of Deposit Insurance 0 0 0 4 0 0 0 24
Market Risk (Equities, FX, Commodities) 0 0 1 2 0 0 1 15
Market Risk (Interest Rates) 0 0 0 0 0 0 0 5
Metallgesellschaft (1993) 0 0 0 3 0 0 1 15
Multiperiod Binomial HJM Model 0 0 0 0 1 1 1 1
Multiperiod Binomial Model 0 0 1 1 0 0 6 6
Operational Risk 0 0 0 8 0 1 5 40
Option Relations 0 0 1 1 0 0 3 3
Option Trading Strategies 0 1 5 5 0 2 10 10
Options 0 0 0 0 0 0 2 2
Options Markets and Trading 0 0 1 1 0 1 4 4
Orange County (1994) 0 0 1 2 0 0 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 3 13
Pricing Derivatives on Financial Securities Subject to Credit Risk 1 1 13 134 1 3 26 359
Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence 0 0 0 3 0 1 1 27
Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model 0 1 4 18 0 3 8 70
Pricing foreign currency options under stochastic interest rates 0 0 0 17 0 0 1 63
Primary Assets 0 0 1 2 0 0 1 3
Risk Management Models 0 0 12 12 0 0 45 45
Single-Period Binomial Heath–Jarrow–Morton Model 1 1 1 1 1 2 4 4
Single-Period Binomial Model 0 0 1 1 0 1 4 4
Static Hedging 0 0 1 1 1 1 2 5
Stocks 0 1 1 1 0 1 3 3
THE PRICING OF COMMODITY OPTIONS WITH STOCHASTIC INTEREST RATES 0 0 1 9 0 0 2 29
The Black–Scholes–Merton Model 0 0 0 0 0 0 2 2
The Cost-of-Carry Model 0 0 1 1 2 2 8 8
The Credit Crisis (2007) 0 0 0 2 0 1 1 7
The Extended Cost-of-Carry Model 0 0 1 1 1 1 5 5
The Heath–Jarrow–Morton Libor Model 0 0 1 1 0 1 5 5
The Stop-Loss Start-Gain Paradox and Option Valuation: A new Decomposition into Intrinsic and Time Value 0 0 1 28 1 1 6 128
Trading Constraints 0 0 0 1 0 0 1 9
Using the Black–Scholes–Merton Model 0 0 1 1 0 0 2 2
Washington Mutual (2008) 0 0 0 2 0 0 0 5
Yields and Forward Rates 0 0 1 2 0 0 1 2
Total Chapters 4 13 126 838 20 55 351 2,756

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Statistics updated 2025-07-04