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FIXED INCOME The Risk of Tranches Created from Mortgages
Hull, John; White, Alan - In: Financial analysts' journal : FAJ 66 (2010) 5, pp. 54-68
Persistent link: https://www.econbiz.de/10008706984
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Masterclass - The power law - In the third of a series explaining recent developments in risk management and derivatives pricing, the author considers the power law as a means of e...
Hull, John - In: Risk : managing risk in the world's financial markets 20 (2007) 3, pp. 72-75
Persistent link: https://www.econbiz.de/10007719364
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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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CCPs: Their Risks, and How They Can Be Reduced
Hull, John - In: The journal of derivatives : the official publication … 20 (2012) 1, pp. 26-30
Persistent link: https://www.econbiz.de/10010021116
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RATINGS ARBITRAGE AND STRUCTURED PRODUCTS
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 20 (2012) 1, pp. 80-80
Persistent link: https://www.econbiz.de/10010021121
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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/10009910837
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The valuation of correlation-dependent credit derivatives using a structural model
Hull, John; Predescu, Mirela; White, Alan - In: The journal of credit risk : published quarterly by … 6 (2010/11) 3, pp. 99-132
Persistent link: https://www.econbiz.de/10009932490
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DERIVATIVES - CVA and Wrong-Way Risk
Hull, John; White, Alan - In: Financial analysts' journal : FAJ 68 (2012) 5, pp. 58-70
Persistent link: https://www.econbiz.de/10010030912
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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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DEBT INVESTMENTS - The General Hull-White Model and Supercalibration - A general one-factor term-structure model, of the type used to price interest rate derivatives, can be calibr...
Hull, John; White, Alan - In: Financial analysts' journal : FAJ 57 (2001) 6, pp. 34-43
Persistent link: https://www.econbiz.de/10006270586