Hull-White on derivatives : a compilation of articles
Alternative title: | On derivatives |
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Year of publication: |
1996
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Authors: | Hull, John ; White, Alan |
Publisher: |
London : Risk Publications |
Subject: | Derivat <Wertpapier> | Finanzmathematik | Aufsatzsammlung |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Mathematics of derivative securities
Dempster, Michael A. H., (1997)
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(1994)
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Mathematical models of financial derivatives : with 2 tables
Kwok, Yue-Kuen, (1998)
- More ...
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The Role of Default Correlation in Valuing Credit Dependant Securities
Bobey, William, (2008)
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The pricing of options on assets with stochastic volatilities
Hull, John, (1987)
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The risk of tranches created from mortgages
Hull, John, (2010)
- More ...