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Valuing credit default swaps [Part] 2 : modeling default correlations
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 8 (2001) 3, pp. 12-21
Persistent link: https://www.econbiz.de/10001581190
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The relationship between credit default swap spreads, bond yields, and credit rating announcements
Hull, John; Predescu, Mirela; White, Alan - In: Journal of banking & finance 28 (2004) 11, pp. 2789-2811
Persistent link: https://www.econbiz.de/10002362016
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Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John; White, Alan - In: The journal of fixed income 10 (2000) 2, pp. 46-62
Persistent link: https://www.econbiz.de/10001530342
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Valuing credit default swaps I : no counterparty default risk
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 8 (2000) 1, pp. 29-40
Persistent link: https://www.econbiz.de/10001522317
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The valuation of credit default swap options
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 10 (2002) 3, pp. 40-50
Persistent link: https://www.econbiz.de/10001770070
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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