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person:"Hull, John"
~subject:"Interest rate derivative"
~subject:"Volatility"
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Interest rate derivative
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Swap
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Hull, John
Akram, Tanweer
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Journal of investment management : JOIM
1
The journal of fixed income
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ECONIS (ZBW)
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1
OIS discounting, interest rate derivatives, and the modeling of stochastic interest rate spreads
Hull, John
;
White, Alan
- In:
Journal of investment management : JOIM
13
(
2015
)
1
,
pp. 64-83
Persistent link: https://www.econbiz.de/10011635240
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2
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/10001530342
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