Narrow search
Showing 1 - 6 of 6
Cover Image
Numerical procedures for implementing term structure models I : single-factor models
Hull, John - In: The journal of derivatives : the official publication … 2 (1994) 1, pp. 7-16
Persistent link: https://www.econbiz.de/10001219340
Cover Image
Interest rate trees : extensions and applications
Hull, John; White, Alan - In: Quantitative finance 18 (2018) 7, pp. 1199-1209
Persistent link: https://www.econbiz.de/10011911532
Cover Image
Another look at the Ho-Lee bond option pricing model
Kim, Young Shin; Stoyanov, Stoyan V.; Račev, Svetlozar T. - In: The journal of derivatives : the official publication … 25 (2018) 4, pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
Cover Image
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
Cover Image
Tempered stable structural model in pricing credit spread and credit default swap
Kim, Sung Ik; Kim, Young Shin - In: Review of derivatives research 21 (2018) 1, pp. 119-148
Persistent link: https://www.econbiz.de/10012055733
Cover Image
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