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The pricing of options on assets with stochastic volatilities

Hull, John - In: The journal of finance : the journal of the American … 42 (1987) 2, pp. 281-300

Persistent link: https://www.econbiz.de/10001047786

Using Hull-White interest rate trees

Hull, John - In: The journal of derivatives : the official publication … 3 (1996) 3, pp. 26-36

Persistent link: https://www.econbiz.de/10001202807

Pricing interest-rate-derivative securities

Hull, John - In: The review of financial studies 3 (1990) 4, pp. 573-592

Persistent link: https://www.econbiz.de/10001105890

Bond option pricing based on a model for the evolution of bond prices

Hull, John - In: Advances in futures and options research : a research annual 6 (1993), pp. 1-13

Persistent link: https://www.econbiz.de/10001145857

One-factor interest-rate models and the valuation of interest-rate derivative securities

Hull, John - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 2, pp. 235-254

Persistent link: https://www.econbiz.de/10001149611

Valuing derivative securities using the explicit finite difference method

Hull, John - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 1, pp. 87-100

Persistent link: https://www.econbiz.de/10001082512

Bond Prices, Default Probabilities and Risk Premiums

Hull, John C. - 2012

A feature of credit markets is the large difference between probabilities of default calculated from historical data and probabilities of default implied from bond prices (or from credit default swaps). This paper illustrates and discusses the reasons for the difference between historical and...

Persistent link: https://www.econbiz.de/10013098182

Fundamentals of futures and options markets

Hull, John - 2011 - 7. ed., global ed.

Persistent link: https://www.econbiz.de/10003959819

Options, futures, and other derivatives

Hull, John - 1997 - 3. ed., internat. ed

Persistent link: https://www.econbiz.de/10008729855

Options, futures, and other derivatives

Hull, John - 2009 - 7. ed., internat. ed.

Persistent link: https://www.econbiz.de/10003607662