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person:"Hull, John"
~person:"Kijima, Masaaki"
~subject:"Credit"
~subject:"Financial analysis"
~subject:"Insolvency"
~subject:"Volatility"
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Hull, John
Kijima, Masaaki
Swishchuk, Anatoliy V.
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The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Review of derivatives research
2
The journal of fixed income
1
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ECONIS (ZBW)
7
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1
The valuation of credit default swap options
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 40-50
Persistent link: https://www.econbiz.de/10001770070
Saved in:
2
Pricing equity swaps in a stochastic interest rate economy
Kijima, Masaaki
;
Muromachi, Yukio
- In:
The journal of derivatives : the official publication …
8
(
2001
)
4
,
pp. 19-35
Persistent link: https://www.econbiz.de/10001613578
Saved in:
3
Valuing credit default swaps [Part] 2 : modeling default correlations
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
8
(
2001
)
3
,
pp. 12-21
Persistent link: https://www.econbiz.de/10001581190
Saved in:
4
Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John
;
White, Alan
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 46-62
Persistent link: https://www.econbiz.de/10001530342
Saved in:
5
Credit events and the valuation of credit derivatives of basket type
Kijima, Masaaki
;
Muromachi, Yukio
- In:
Review of derivatives research
4
(
2000
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10001521987
Saved in:
6
Valuation of a credit swap of the basket type
Kijima, Masaaki
- In:
Review of derivatives research
4
(
2000
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10001521989
Saved in:
7
Valuing credit default swaps I : no counterparty default risk
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
8
(
2000
)
1
,
pp. 29-40
Persistent link: https://www.econbiz.de/10001522317
Saved in:
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