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Valuing Derivatives : Funding...
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Theorie
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Hull, John
144
White, Alan
107
Hull, John C.
36
Cao, Jay
9
Chen, Jacky
9
Mader, Wolfgang
8
Predescu, Mirela
8
Wagner, Marc
8
Poulos, Zissis
7
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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
Financial analysts' journal : FAJ
7
Journal of financial and quantitative analysis : JFQA
6
Journal of investment management : JOIM
5
NYU Working Paper
5
Rotman School of Management Working Paper
5
The journal of credit risk : published quarterly by Incisive Media
5
Journal of banking & finance
4
Risk : managing risk in the world's financial markets
4
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4
Wiley finance series
4
Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
3
Journal of Financial and Quantitative Analysis
3
Journal of risk management in financial institutions
3
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3
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3
Advances in futures and options research : a research annual
2
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2
Financial markets and asset pricing
2
Journal of Banking & Finance
2
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2
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2
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2
Quantitative finance
2
Applied Health Economics and Health Policy
1
Aussenwirtschaft : schweizerische Zeitschrift für internationale Wirtschaftsbeziehungen ; the Swiss review of international economic relations
1
Contributions in Memory of Zvi Griliches
1
Corporate governance regimes : convergence and diversity
1
Financial stability review : FSR
1
Hard-to-Measure Goods and Services: Essays in Honor of Zvi Griliches
1
Housing Policy Debate
1
Housing policy debate
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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
Innovations in risk management : seminal papers from the Journal of Risk
1
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ECONIS (ZBW)
135
OLC EcoSci
27
RePEc
17
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16
BASE
2
Other ZBW resources
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The pricing of options on assets with stochastic volatilities
Hull, John
- In:
The journal of finance : the journal of the American …
42
(
1987
)
2
,
pp. 281-300
Persistent link: https://www.econbiz.de/10001047786
Saved in:
2
The risk of tranches created from mortgages
Hull, John
;
White, Alan
- In:
Financial analysts' journal : FAJ
66
(
2010
)
5
,
pp. 54-67
Persistent link: https://www.econbiz.de/10008668609
Saved in:
3
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/10008696412
Saved in:
4
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/10008654919
Saved in:
5
Credit derivatives
Hull, John
;
White, Alan
-
2013
Persistent link: https://www.econbiz.de/10009696025
Saved in:
6
The valuation of market-leveraged stock units
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
21
(
2014
)
3
,
pp. 85-90
Persistent link: https://www.econbiz.de/10010387684
Saved in:
7
LIBOR versus OIS : the derivatives discounting dilemma
Hull, John
;
White, Alan
- In:
Journal of investment management : JOIM
11
(
2013
)
3
,
pp. 14-27
Persistent link: https://www.econbiz.de/10010196008
Saved in:
8
Valuing derivatives : funding value adjustements and fair value
Hull, John
;
White, Alan
- In:
Financial analysts' journal : FAJ
70
(
2014
)
3
,
pp. 46-56
Persistent link: https://www.econbiz.de/10010407348
Saved in:
9
Collateral and credit issues in derivatives pricing
Hull, John
;
White, Alan
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
3
,
pp. 3-28
Persistent link: https://www.econbiz.de/10010426470
Saved in:
10
Ratings arbitrage and structured products
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 80-86
Persistent link: https://www.econbiz.de/10009671705
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