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GND: 1084345218


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yield curvestochastischer prozessstochastic processoption pricing theoryarbitrage pricingderivatives marketsfixed incomecounterparty creditvaluation adjustmentterm structurelibor modelsinnovations derivativesmarkets fixedincome modelingmodeling valuationvaluation adjustmentsadjustments riskrisk management
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Years of publications: 2010 - 2024

The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata

Zorana Grbac


Dr.

Biblio: Diss. 2009, Universität Freiburg, Fakultät für Mathematik und Physik ; Assistenzprofessorin am Laboratoire de Probabilités et Modèles Aléatoires Université Paris Diderot

Profession

  • Mathematikerin
  • Statistikerin
  • Affiliations

  • Université Paris Diderot
  • External links

  • Gemeinsame Normdatei (GND) im Katalog der Deutschen Nationalbibliothek
  • Deutsche Digitale Bibliothek
  • NACO Authority File
  • Virtual International Authority File (VIAF)
  • Wikidata
  • International Standard Name Identifier (ISNI)


  • Publishing years

    1
      2024
    1
      2020
    1
      2017
    4
      2016
    1
      2015

    Series

    1. Springer proceedings in mathematics and statistics (1)
    2. Springer proceedings in mathematics & statistics (1)
    3. SpringerBriefs in quantitative finance (1)