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An improved implied copula model and its application to the valuation of bespoke CDO tranches
Hull, John; White, Alan - In: Journal of investment management : JOIM 8 (2010) 3, pp. 11-31
Persistent link: https://www.econbiz.de/10008654919
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LIBOR versus OIS : the derivatives discounting dilemma
Hull, John; White, Alan - In: Journal of investment management : JOIM 11 (2013) 3, pp. 14-27
Persistent link: https://www.econbiz.de/10010196008
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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
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An improved implied copula model and its application to the valuation of bespoke CDO tranches
Hull, John; White, Alan - In: Journal of investment management : JOIM 8 (2010) 3, pp. 11-31
Persistent link: https://www.econbiz.de/10009910837
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Funding long shots
Hull, John; Lo, Andrew W.; Stein, Roger M. - In: Journal of investment management : JOIM 17 (2019) 4, pp. 9-41
Persistent link: https://www.econbiz.de/10012254318