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OTC derivatives and central clearing : can all transactions be cleared?
Hull, John - In: Financial stability review : FSR 14 (2010), pp. 71-80
Persistent link: https://www.econbiz.de/10009921101
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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
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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
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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
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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
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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
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Valuing Credit Default Swaps II: Modeling Default Correlations
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 8 (2001) 3, pp. 12-22
Persistent link: https://www.econbiz.de/10005952069
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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
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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
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The Valuation of Credit Default Swap Options
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 10 (2003) 3, pp. 40-50
Persistent link: https://www.econbiz.de/10005936067