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Valuing Derivative Securities Using the Explicit Finite Difference Method

Hull, John; White, Alan - In: Journal of Financial and Quantitative Analysis 25 (1990) 01, pp. 87-100

Persistent link: https://www.econbiz.de/10005243756

Price Indexes for Microsoft's Personal Computer Software Products

White, Alan; Abel, Jaison R.; Berndt, Ernst R. - National Bureau of Economic Research (NBER) - 2003

Using a unique and comprehensive data source, we measure price changes for Microsoft's desktop personal computer software products during the time period July 1993 through June 2001. This paper contributes to a relatively small literature on price measurement of pre-packaged software by...

Persistent link: https://www.econbiz.de/10005084686

Hull-White on derivatives : a compilation of articles

Hull, John; White, Alan - 1996

Persistent link: https://www.econbiz.de/10004333397

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

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

"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

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

Valuation of a CDO and an n-th to Default CDS Without Monte Carlo Simulation

Hull, John; White, Alan - In: The journal of derivatives : the official publication … 12 (2004) 2, pp. 8-23

Persistent link: https://www.econbiz.de/10005923872

The Valuation of Credit Default Swap Options

Hull, John; White, Alan - In: The journal of derivatives : the official publication … 10 (2003) 3, pp. 40-50

Persistent link: https://www.econbiz.de/10005936067

Valuing Credit Default Swaps II: Modeling Default Correlations

Hull, John; White, Alan - In: The journal of derivatives : the official publication … 8 (2001) 3, pp. 12-22

Persistent link: https://www.econbiz.de/10005952069