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The evaluation of risk in business investment
Hull, John - 1980
Persistent link: https://www.econbiz.de/10004552995
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Model building techniques for management
Hull, John; Mapes, John; Wheeler, Brian - 1976
Persistent link: https://www.econbiz.de/10004552996
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Hull-White on derivatives : a compilation of articles
Hull, John; White, Alan - 1996
Persistent link: https://www.econbiz.de/10004333397
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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. 2789-2812
Persistent link: https://www.econbiz.de/10005882436
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USING HULL-WHITE INTEREST RATE TREES
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 3 (1996) 3, pp. 26-36
Persistent link: https://www.econbiz.de/10007316720
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"A Note on the Models of Hull and White for Pricing Options on the Term Structure": Response
Hull, John; White, Alan - In: The journal of fixed income 5 (1995) 2, pp. 97
Persistent link: https://www.econbiz.de/10007331238
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MASTERCLASS: Defining copulas - Copulas--a function for creating a joint probability distribution for two or more marginal distributions-- have become part of the derivatives prici...
Hull, John - In: Risk : managing risk in the world's financial markets 19 (2006) 10, pp. 62-65
Persistent link: https://www.econbiz.de/10007377740
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MASTERCLASS VAR vs expected shortfall - Value-at-risk is often criticised as not presenting a full picture of the risks a company faces. In the second of a series of articles expla...
Hull, John - In: Risk : managing risk in the world's financial markets 19 (2006) 12, pp. 48-49
Persistent link: https://www.econbiz.de/10007393841
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VALUE AT RISK WHEN DAILY CHANGES IN MARKET VARIABLES ARE NOT NORMALLY DISTRIBUTED
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 5 (1998) 3, pp. 9-19
Persistent link: https://www.econbiz.de/10007359463
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Options, futures & other derivatives
Hull, John
Persistent link: https://www.econbiz.de/10004597739