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~subject:"Monetary policy"
~subject:"Credit risk"
~person:"Grbac, Zorana"
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Monetary policy
Credit risk
Interest rate derivative
8
Zinsderivat
8
Yield curve
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Zinsstruktur
7
Option pricing theory
6
Optionspreistheorie
6
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Stochastischer Prozess
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Kreditrisiko
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Affine LIBOR models
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Finanzmathematik
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Grbac, Zorana
Söderlind, Paul
8
Akram, Tanweer
7
Mamun, Khawaja Abdullah al
7
Moessner, Richhild
7
Tirelli, Patrizio
6
Trecroci, Carmine
6
Subrahmanyam, Marti G.
5
Uno, Jun
5
Bahaj, Saleem
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Bernoth, Kerstin
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Fanelli, Viviana
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Muscatelli, V. Anton
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Reis, Ricardo
4
Begenau, Juliane
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Chen, Zhanyu
3
Eom, Young Ho
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Hagen, Jürgen von
3
Ito, Takayasu
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Mertens, Thomas M.
3
Pelizzon, Loriana
3
Piazzesi, Monika
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Schneider, Martin
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Schönbucher, Philipp J.
3
Söderström, Ulf
3
Williams, John C.
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Zhang, Kai
3
Zhao, Hongbiao
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Allen, William A.
2
Baba, Naohiko
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Brigo, Damiano
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2
Ehrmann, Michael
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Eisele, Florian
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2
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International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
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ECONIS (ZBW)
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1
Counterparty risk and funding : the four wings of the TVA
Crépey, Stéphane
;
Gerboud, Rémi
;
Grbac, Zorana
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009748728
Saved in:
2
Rating based Lévy Libor model
Eberlein, Ernst
;
Grbac, Zorana
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 591-626
Persistent link: https://www.econbiz.de/10010187684
Saved in:
3
A tractable LIBOR model with default risk
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Mathematics and financial economics
7
(
2013
)
2
,
pp. 203-227
Persistent link: https://www.econbiz.de/10009736861
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