Robert Alan Jarrow is the Ronald P. and Susan E. Lynch Professor of Investment Management at the Johnson Graduate School of Management, Cornell University...

Jarrow (/ˈdʒæroʊ/ or /ˈdʒærə/) is a town in South Tyneside in the county of Tyne and Wear, England. Historically in County Durham, it is on the south...

The Jarrow–Turnbull model is a widely used "reduced-form" credit risk model. It was published in 1995 by Robert A. Jarrow and Stuart Turnbull. Under the...

The Heath–Jarrow–Morton (HJM) framework is a general framework to model the evolution of interest rate curves – instantaneous forward rate curves in particular...

The Jarrow March of 5–31 October 1936, also known as the Jarrow Crusade, was an organised protest against the unemployment and poverty suffered in the...

original on September 28, 2017. Retrieved December 6, 2017. Robert A. Jarrow Speech in Honor of Robert C. Merton 1999 Mathematical Finance Day Lifetime Achievement...

professor Robert A. Jarrow, co-creator of the Heath–Jarrow–Morton framework for pricing interest rate derivatives and the reduced form Jarrow–Turnbull...

Kyle Jarrow (born October 7, 1979) is a Los Angeles–based writer and rock musician. Jarrow's writing career began in theater, winning an Obie Award with...

Heath-Jarrow-Morton framework was developed in the early 1991 by David Heath of Cornell University, Andrew Morton of Lehman Brothers, and Robert A. Jarrow of...

Saint Paul, Monkwearmouth–Jarrow, known simply as Monkwearmouth–Jarrow Abbey (Latin: Monasterii Wirimutham-Gyruum), was a Benedictine double monastery...

David Heath, Robert A. Jarrow, and Andrew Morton Bond pricing and the term structure of interest rates: a new methodology (1987), Heath–Jarrow–Morton framework...

1997 Robert A. Jarrow 1996 Stephen A. Ross 1995 Mark Rubinstein 1994 Fischer Black 1993 Robert C. Merton The IAQF is currently presided over by a 15-member...

"Robert A. Jarrow, Managing Director, Research". Kamakura Corporation. Archived from the original on 2007-08-07. Retrieved 2007-11-20. "Robert A. Jarrow"...

Heath, Robert A. Jarrow, and Andrew Morton in 1987. Simulation was first applied to (corporate) finance by David B. Hertz in 1964. Decision trees, a standard...

on the work of researchers such as John Hull, Alan White, Robert C. Merton, Robert A. Jarrow and many others. Zopounidis, Constantin (2012-12-06). New...

John C. Cox, Stephen A. Ross, Darrell Duffie, John Hull, Robert A. Jarrow, and Emanuel Derman as a major term structure model. Different variants of Chen...

Archived from the original on March 19, 2020. Retrieved March 19, 2020. "Robert A. Jarrow, Managing Director, Research". Kamakura Corporation. Archived from...

H. Janeway (born 1943), American economist and venture capitalist Robert A. Jarrow (living), American economist and academic Peter Jay (born 1937), English...

Monkwearmouth–Jarrow in present-day Tyne and Wear, England, Bede was sent to Monkwearmouth at the age of seven and later joined Abbot Ceolfrith at Jarrow. Both...

Jarrow was a constituency represented in the House of Commons of the UK Parliament from 2019 until its abolition for the 2024 general election by Kate...

1980s. Nicknamed "The Jarrow Arrow", after his home town, Cram set world records in the 1,500 m, 2,000 m, and the mile during a 19-day period in the summer...

Years of the Variance–Gamma Process". In Michael C. Fu; Robert A. Jarrow; Ju-Yi J. Yen; Robert J. Elliott (eds.). Advances in Mathematical Finance. Boston:...

(1915–2008) was a Japanese mathematician whose work is now called Itō calculus. Robert A. Jarrow, a co-creator of the Heath–Jarrow–Morton framework for...

laureates (Robert F. Engle, Merton Miller, and Robert J. Shiller), as well as Cliff Asness, John C. Bogle, Campbell Harvey, Robert A. Jarrow, Martin L...

married Robert Jarrow in May 1974 and has three children: Kyle, Tate, and Heather. Jarrow received a Bachelor of Arts from Duke University in 1974 and a Master...

markets, using log return mean, variance, and kurtosis. In a collaborative study with Robert A. Jarrow, he demonstrated the application of term-structure-associated...

abbot and founder of Monkwearmouth-Jarrow Priory (where he also founded the famous library) and was considered a saint after his death. It has been suggested...

College D. Kern Holoman (B.A. 1969), Distinguished Professor of Music at the University of California, Davis Robert A. Jarrow (B.S. 1974), Ronald P. and...

derivatives Credit risk Equity (finance) § Valuation Jarrow–Turnbull model Probability of default Merton, Robert C. (1974). "On the Pricing of Corporate Debt:...

This is a list of abbots of Monkwearmouth–Jarrow Abbey. Wearmouth–Jarrow is a twin-foundation English monastery, located on the River Wear in Sunderland...