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~person:"Hull, John"
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Interest rate derivative
6
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4
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4
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4
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4
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4
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4
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Hull, John
Chiarella, Carl
17
Hess, Dieter
17
Hautsch, Nikolaus
15
Subrahmanyam, Marti G.
15
Björk, Tomas
14
Moessner, Richhild
13
Rebonato, Riccardo
13
Schlögl, Erik
13
Akram, Tanweer
12
Bhar, Ramaprasad
12
Joshi, Mark S.
12
Mamun, Khawaja Abdullah al
12
Pelsser, Antoon André Jean
12
Sandmann, Klaus
12
Schoenmakers, John
12
Upper, Christian
12
Bianchetti, Marco
11
Mercurio, Fabio
11
Moraleda Novo, Juan Manuel
11
Fang, Victor
10
Ito, Takayasu
10
Jarrow, Robert A.
10
Söderlind, Paul
10
Werner, Thomas
10
White, Alan
10
Chen, Ren-Raw
9
Fabozzi, Frank J.
9
Herwartz, Helmut
9
Kuprianov, Anatoli
9
Miltersen, Kristian R.
9
Burgess, Nicholas
8
Gay, Gerald D.
8
Grbac, Zorana
8
Kolb, Robert W.
8
Malhotra, Davinder Kumar
8
Ritchken, Peter H.
8
Arak, Marcelle V.
7
Azad, A. S. M. Sohel
7
Blaskowitz, Oliver
7
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Journal of investment management : JOIM
2
Advances in futures and options research : a research annual
1
Journal of financial and quantitative analysis : JFQA
1
The journal of fixed income
1
The review of financial studies
1
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ECONIS (ZBW)
6
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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
Saved in:
2
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:
3
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
Saved in:
4
Bond option pricing based on a model for the evolution of bond prices
Hull, John
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 1-13
Persistent link: https://www.econbiz.de/10001145857
Saved in:
5
One-factor interest-rate models and the valuation of interest-rate derivative securities
Hull, John
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
2
,
pp. 235-254
Persistent link: https://www.econbiz.de/10001149611
Saved in:
6
Pricing interest-rate-derivative securities
Hull, John
- In:
The review of financial studies
3
(
1990
)
4
,
pp. 573-592
Persistent link: https://www.econbiz.de/10001105890
Saved in:
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