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~person:"Grbac, Zorana"
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Grbac, Zorana
Broll, Udo
229
Lien, Da-hsiang Donald
88
Wahl, Jack E.
87
McAleer, Michael
75
Kit, Pong Wong
71
Chang, Chia-Lin
44
Hammoudeh, Shawkat
43
Alexander, Carol
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Cotter, John
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Zilcha, Itzhak
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Dionne, Georges
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Acharya, Viral V.
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Schweizer, Martin
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Platen, Eckhard
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Korn, Olaf
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Hull, John
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Lo, Andrew W.
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Alghalith, Moawia
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Eckwert, Bernhard
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Frey, Rüdiger
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Madan, Dilip B.
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Conlon, Thomas
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Engle, Robert F.
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Hau, Harald
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Shiller, Robert J.
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Hanly, Jim
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Kang, Sang Hoon
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Kohlmann, Michael
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Mensi, Walid
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Fabozzi, Frank J.
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Röthig, Andreas
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Adam-Müller, Axel F. A.
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Giglio, Stefano
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Welzel, Peter
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Bouchard, Bruno
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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
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Term structure modeling with overnight rates beyond stochastic continuity
Fontana, Claudio
;
Grbac, Zorana
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 151-189
Persistent link: https://www.econbiz.de/10014471210
Saved in:
2
Innovations in Derivatives Markets : Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation
Glau, Kathrin
(
ed.
);
Grbac, Zorana
(
ed.
); …
-
Conference Innovations in Derivatives Markets - Fixed …
-
2016
valuation adjustment, and wrong way risk"; Pricing and
hedging
in fixed-income markets and multi-curve interest-rate modeling …
Persistent link: https://www.econbiz.de/10011588323
Saved in:
3
Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation
Glau, Kathrin
(
contributor
);
Grbac, Zorana
(
contributor
); …
-
Conference Innovations in Derivatives Markets - Fixed …
-
2016
Persistent link: https://www.econbiz.de/10014013649
Saved in:
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