LIBROS DEL AUTOR: zorana grbac

2 resultados para LIBROS DEL AUTOR: zorana grbac

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  • Innovations in Derivatives Markets
    Kathrin Glau / Matthias Scherer / Zorana Grbac
    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 risk: credit valuation adjustment, debit valuation adjustment, funding valuation ad...
    Disponible

    83,18 €

  • Interest Rate Modeling
    Wolfgang Runggaldier / Zorana Grbac
    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 articles and two books, one of them an edited volume, both being written by rese...
    Disponible

    86,63 €