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Profit forecast : The English experience

Hull, John - In: Public reporting of corporate financial forecasts : …, (pp. 19-33). 1974

Persistent link: https://www.econbiz.de/10003046753

WELFARE RIGHTS : A BIBLIOGRAPHY ON LAW AND THE POOR, 1970-1975 / MARTIN PARTINGTON; JOHN HULL; SUSAN KNIGHT

Partington, Martin; Hull, John; Knight, Susan - 1976

Persistent link: https://www.econbiz.de/10004655168

Volatility surfaces: theory, rules of thumb, and empirical evidence

Daglish, Toby; Hull, John; Suo, Wulin - In: Quantitative Finance 7 (2007) 5, pp. 507-524

Implied volatilities are frequently used to quote the prices of options. The implied volatility of a European option on a particular asset as a function of strike price and time to maturity is known as the asset's volatility surface. Traders monitor movements in volatility surfaces closely. In...

Persistent link: https://www.econbiz.de/10005495811

Hedging the risks from writing foreign currency options

Hull, John; White, Alan - In: Journal of International Money and Finance 6 (1987) 2, pp. 131-152

Persistent link: https://www.econbiz.de/10005402737

One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities

Hull, John; White, Alan - In: Journal of Financial and Quantitative Analysis 28 (1993) 02, pp. 235-254

Persistent link: https://www.econbiz.de/10005407016

A Methodology for Assessing Model Risk and its Application to the Implied Volatility Function Model

Hull, John; Suo, Wulin - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 2, pp. 297-318

Persistent link: https://www.econbiz.de/10006695597

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

DEBT INVESTMENTS - The General Hull-White Model and Supercalibration - A general one-factor term-structure model, of the type used to price interest rate derivatives, can be calibrated to the market prices of options.

Hull, John; White, Alan - In: Financial analysts' journal : FAJ 57 (2001) 6, pp. 34-43

Persistent link: https://www.econbiz.de/10006270586

EQUITY INVESTMENTS - How to Value Employee Stock Options

Hull, John; White, Alan - In: Financial analysts' journal : FAJ 60 (2004) 1, pp. 114-119

Persistent link: https://www.econbiz.de/10006248757

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