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Libor versus OIS : The Derivat...
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Derivat
56
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37
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33
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Hull, John
46
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5
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4
Chen, Jacky
4
Mader, Wolfgang
4
Wagner, Marc
4
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The journal of derivatives : the official publication of the International Association of Financial Engineers
8
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5
wi - Wirtschaft
5
Always learning
3
Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
3
Advances in futures and options research : a research annual
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ECONIS (ZBW)
56
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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
Saved in:
2
The valuation of market-leveraged stock units
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
21
(
2014
)
3
,
pp. 85-90
Persistent link: https://www.econbiz.de/10010387684
Saved in:
3
Ratings arbitrage and structured products
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 80-86
Persistent link: https://www.econbiz.de/10009671705
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
The impact of default risk on the prices of options and other derivative securities
Hull, John
- In:
Journal of banking & finance
19
(
1995
)
2
,
pp. 299-322
Persistent link: https://www.econbiz.de/10001180777
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Efficient procedures for valuing European and American path-dependent options
Hull, John
- In:
The journal of derivatives : the official publication …
1
(
1993
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10001202810
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