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~person:"Grbac, Zorana"
~person:"Jamshidian, Farshid"
~person:"Jarrow, Robert A."
~person:"Rebonato, Riccardo"
~subject:"Kreditrisiko"
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Kreditrisiko
Interest rate derivative
35
Zinsderivat
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Theorie
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Zinsstruktur
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Option pricing theory
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Optionspreistheorie
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1986-1987
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Grbac, Zorana
Jamshidian, Farshid
Jarrow, Robert A.
Rebonato, Riccardo
Fanelli, Viviana
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3
Chen, Zhanyu
3
Eom, Young Ho
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Piazzesi, Monika
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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)
3
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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
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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
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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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