1. Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation /: fixed income modeling, valuation adjustments, risk management, and regulation. (2016) Editors: Glau, Kathrin; Grbac, Zorana; Scherer, Matthias, 1979-; Zagst, Rudi, 1961- Record Type: Book Extent: 1 online resource (x, 449 pages), illustrations (some color) View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Interest rate modeling : post-crisis challenges and approaches /: post-crisis challenges and approaches. ([2015]) Other Names: Grbac, Zorana; Runggaldier, W. J (Wolfgang J.) Record Type: Book Extent: 1 online resource View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Long-Time Trajectorial Large Deviations and Importance Sampling for Affine Stochastic Volatility Models. (March 2021) Authors: Grbac, Zorana; Krief, David; Tankov, Peter Journal: Advances in applied probability Issue: Volume 53:Number 1(2021) Page Start: 220 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Martingale property of exponential semimartingales: a note on explicit conditions and applications to asset price and Libor models. Issue 1 (2nd January 2017) Authors: Criens, David; Glau, Kathrin; Grbac, Zorana Journal: Applied mathematical finance Issue: Volume 24:Issue 1(2017) Page Start: 23 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Multiple curve Lévy forward price model allowing for negative interest rates. (14th March 2019) Authors: Eberlein, Ernst; Gerhart, Christoph; Grbac, Zorana Journal: Mathematical finance Issue: Volume 30:Number 1(2020) Page Start: 167 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. RATING BASED LÉVY LIBOR MODEL. (3rd February 2012) Authors: Eberlein, Ernst; Grbac, Zorana Journal: Mathematical finance Issue: Volume 23:Number 4(2013:Oct.) Page Start: 591 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗