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Funding - The FVA debate - Derivatives pricing practices have been overhauled in recent years, with banks becoming more conscious about funding costs. But should dealers take fundi...
Hull, John; White, Alan - In: Risk : managing risk in the world's financial markets 49 (2012), pp. 83-86
Persistent link: https://www.econbiz.de/10010012860
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Opinion - The FVA debate continues - The authors sparked a heated debate when their article in Risk's 25th anniversary issue argued funding costs should not be reflected in derivat...
Hull, John; White, Alan - In: Risk : managing risk in the world's financial markets 25 (2012) 10, pp. 52-53
Persistent link: https://www.econbiz.de/10010040611
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INTEREST RATES: THE ESSENTIALS OF THE LMM - Developing an easy-to-implement version of the Libor market model using an innocuous approximation for forward rates.
Hull, John; White, Alan - In: Risk : managing risk in the world's financial markets 13 (2000) 12, pp. 126-129
Persistent link: https://www.econbiz.de/10007046379
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TAKING RATES TO THE LIMITS - How a combination of normal and lognormal distributions can be used to match both low and high interest rate regimes
Hull, John; White, Alan - In: Risk : managing risk in the world's financial markets 10 (1997) 12, pp. 168-169
Persistent link: https://www.econbiz.de/10007066157