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The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Always learning
9
wi - Wirtschaft
8
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7
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6
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In Innovations in Derivatives Markets, edited by Kathrin Glau, Zorana Grbac, Matthias Scherer, and Rudi Zagst, SpringerProceedings in Mathematics and Statistics, 2016: 171-189
1
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ECONIS (ZBW)
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101
NUMERICAL PROCEDURES FOR IMPLEMENTING TERM STRUCTURE MODELS II: TWO-FACTOR MODELS
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
2
(
1994
)
2
,
pp. 37-49
Persistent link: https://www.econbiz.de/10006002333
Saved in:
102
NUMERICAL PROCEDURES FOR IMPLEMENTING TERM STRUCTURE MODELS I: SINGLE-FACTOR MODELS
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
2
(
1994
)
1
,
pp. 7-16
Persistent link: https://www.econbiz.de/10006002343
Saved in:
103
One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities
Hull, John
;
White, Alan
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
2
,
pp. 235-254
Persistent link: https://www.econbiz.de/10006711809
Saved in:
104
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
Saved in:
105
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
Saved in:
106
IS THE DERIVATIVES BUSINESS TOO BIG?
White, Alan
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 11-14
Persistent link: https://www.econbiz.de/10010021113
Saved in:
107
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
Saved in:
108
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
Saved in:
109
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
Saved in:
110
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
Saved in:
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