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person:"Hull, John"
~subject:"Interest rate derivative"
~subject:"Kreditrisiko"
~subject:"Volatility"
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Interest rate derivative
Kreditrisiko
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3
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1999
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Derivat
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Option pricing theory
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Hull, John
Tang, Dragon Yongjun
14
Akram, Tanweer
12
Mamun, Khawaja Abdullah al
12
Swishchuk, Anatoliy V.
12
Trolle, Anders B.
9
Azad, A. S. M. Sohel
8
Fang, Victor
8
Wang, Sarah Qian
8
Batten, Jonathan A.
7
Brigo, Damiano
7
Burgess, Nicholas
7
Cossin, Didier
7
Fabozzi, Frank J.
7
SenGupta, Indranil
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Filipović, Damir
6
Lian, Guanghua
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Norden, Lars
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Subrahmanyam, Marti G.
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5
Barth, Jörn
5
Calice, Giovanni
5
Cathcart, Lara
5
Cui, Zhenyu
5
Guirguis, Michel
5
Jarrow, Robert A.
5
Joshi, Mark S.
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Paddrik, Mark
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Pietersz, Raoul
5
Pirotte, Hugues
5
Ranaldo, Angelo
5
Rolloos, Frido
5
Scheicher, Martin
5
Schoutens, Wim
5
Schwartz, Eduardo S.
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Sviščuk, Anatolij
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Yan, Hong
5
Young, H. Peyton
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Journal of banking & finance
1
Journal of investment management : JOIM
1
The journal of fixed income
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ECONIS (ZBW)
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1
OIS discounting, interest rate derivatives, and the modeling of stochastic interest rate spreads
Hull, John
;
White, Alan
- In:
Journal of investment management : JOIM
13
(
2015
)
1
,
pp. 64-83
Persistent link: https://www.econbiz.de/10011635240
Saved in:
2
The relationship between credit default swap spreads, bond yields, and credit rating announcements
Hull, John
;
Predescu, Mirela
;
White, Alan
- In:
Journal of banking & finance
28
(
2004
)
11
,
pp. 2789-2811
Persistent link: https://www.econbiz.de/10002362016
Saved in:
3
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:
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