Narrow search
Showing 1 - 7 of 7
Cover Image
The risk of tranches created from mortgages
Hull, John; White, Alan - In: Financial analysts' journal : FAJ 66 (2010) 5, pp. 54-67
Persistent link: https://www.econbiz.de/10008668609
Cover Image
Valuing derivatives : funding value adjustements and fair value
Hull, John; White, Alan - In: Financial analysts' journal : FAJ 70 (2014) 3, pp. 46-56
Persistent link: https://www.econbiz.de/10010407348
Cover Image
CVA and wrong-way risk
Hull, John; White, Alan - In: Financial analysts' journal : FAJ 68 (2012) 5, pp. 58-69
Persistent link: https://www.econbiz.de/10009680574
Cover Image
FIXED INCOME The Risk of Tranches Created from Mortgages
Hull, John; White, Alan - In: Financial analysts' journal : FAJ 66 (2010) 5, pp. 54-68
Persistent link: https://www.econbiz.de/10008706984
Cover Image
DERIVATIVES - CVA and Wrong-Way Risk
Hull, John; White, Alan - In: Financial analysts' journal : FAJ 68 (2012) 5, pp. 58-70
Persistent link: https://www.econbiz.de/10010030912
Cover Image
DEBT INVESTMENTS - The General Hull-White Model and Supercalibration - A general one-factor term-structure model, of the type used to price interest rate derivatives, can be calibr...
Hull, John; White, Alan - In: Financial analysts' journal : FAJ 57 (2001) 6, pp. 34-43
Persistent link: https://www.econbiz.de/10006270586
Cover Image
EQUITY INVESTMENTS - How to Value Employee Stock Options
Hull, John; White, Alan - In: Financial analysts' journal : FAJ 60 (2004) 1, pp. 114-119
Persistent link: https://www.econbiz.de/10006248757