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EQUITY INVESTMENTS - How to Value Employee Stock Options

Hull, John; White, Alan - In: Financial analysts' journal : FAJ 60 (2004) 1, pp. 114-119

Persistent link: https://www.econbiz.de/10006248757

INTEREST RATES: THE ESSENTIALS OF THE LMM - Developing an easy-to-implement version of the Libor market model using an innocuous approximation for forward rates.

Hull, John; White, Alan - In: Risk : managing risk in the world's financial markets 13 (2000) 12, pp. 126-129

Persistent link: https://www.econbiz.de/10007046379

TAKING RATES TO THE LIMITS - How a combination of normal and lognormal distributions can be used to match both low and high interest rate regimes

Hull, John; White, Alan - In: Risk : managing risk in the world's financial markets 10 (1997) 12, pp. 168-169

Persistent link: https://www.econbiz.de/10007066157

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/10007177496

Introduccion a los mercados de futuros y opciones

Hull, John; Madariaga, Joseba - In: Boletín de estudios económicos 52 (1997) 161, pp. 395

Persistent link: https://www.econbiz.de/10008049616

Dynamic Models of Portfolio Credit Risk: A Simplified Approach

Hull, John; White, Alan - In: The journal of derivatives : the official publication … 15 (2008) 4, pp. 9-28

Persistent link: https://www.econbiz.de/10008064533

Chapter 20. Credit Derivatives

Hull, John; White, Alan - 2013

This chapter explains how the main types of credit derivatives work and how they are valued. Central to the valuation of credit derivatives is an estimation of the probability that reference entities will default. The chapter discusses both the risk-neutral probabilities of default implied from...

Persistent link: https://www.econbiz.de/10014025358