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Is the derivatives business too big?

White, Alan - In: The journal of derivatives : the official publication … 20 (2012) 1, pp. 11-13

Persistent link: https://www.econbiz.de/10009671719

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

Hedging the risks from writing foreign currency options

Hull, John - In: Journal of international money and finance 6 (1987) 2, pp. 131-152

Persistent link: https://www.econbiz.de/10001043751

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

An analysis of the bias in option pricing caused by a stochastic volatility

Hull, John - In: Advances in futures and options research : a research annual 3 (1988), pp. 29-61

Persistent link: https://www.econbiz.de/10001081739

Valuing derivative securities using the explicit finite difference method

Hull, John - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 1, pp. 87-100

Persistent link: https://www.econbiz.de/10001082512

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

The use of the control variate technique in option pricing

Hull, John - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 3, pp. 237-251

Persistent link: https://www.econbiz.de/10001056078

Valuation of CDO and an n-th 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/10002535939

Chapter 20. Credit Derivatives

Hull, John; White, Alan - 2013

This chapter explains how the main types of credit derivatives work and how they are valued. Central to the valuation of credit derivatives is an estimation of the probability that reference entities will default. The chapter discusses both the risk-neutral probabilities of default implied from...

Persistent link: https://www.econbiz.de/10014025358