Zorana Grbac – författare
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4 produkter
Interest Rate Modeling: Post-Crisis Challenges and Approaches
Av Zorana Grbac, Wolfgang Runggaldier
Häftad, 2016
736 kr
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Filling a gap in the literature caused by the recent financial crisis, this book provides a treatment of the techniques needed to model and evaluate interest rate derivatives according to the new paradigm for fixed income markets. Concerning this new development, there presently exist only research …
Interest Rate Modeling: Post-Crisis Challenges and Approaches
Av Wolfgang Runggaldier, Zorana Grbac
E-bok, 2015
877 kr
Lägg i varukorg
Filling a gap in the literature caused by the recent financial crisis, this book provides a treatment of the techniques needed to model and evaluate interest rate derivatives according to the new paradigm for fixed income markets. Concerning this new development, there presently exist only research …
Innovations in Derivatives Markets
Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation
Av Kathrin Glau, Zorana Grbac m. fl.
Inbunden, 2016
568 kr
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This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in:• Modeling counterparty credit …
Innovations in Derivatives Markets
Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation
Av Kathrin Glau, Zorana Grbac m. fl.
Häftad, 2018
552 kr
Lägg i varukorg
This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in:• Modeling counterparty credit …