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Assessing credit risk in a financial institution's off-balance sheet commitments

Hull, John - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 4, pp. 489-501

Persistent link: https://www.econbiz.de/10001082076

Options, futures, and other derivative securities

Hull, John - 1989

Persistent link: https://www.econbiz.de/10000083643

Machine learning and finance

Hull, John - In: Journal of risk management in financial institutions 13 (2019/2020) 2, pp. 104-105

Persistent link: https://www.econbiz.de/10012250015

[Rezension von: Hull, John, Options, futures, and other derivative securities]

Gay, Gerald - In: The journal of finance : the journal of the American … 45 (1990) 1, pp. 312-316

Persistent link: https://www.econbiz.de/10001344121

The impact of default risk on the prices of options and other derivative securities

Hull, John - In: Journal of banking & finance 19 (1995) 2, pp. 299-322

Persistent link: https://www.econbiz.de/10001180777

Efficient procedures for valuing European and American path-dependent options

Hull, John - In: The journal of derivatives : the official publication … 1 (1993) 1, pp. 21-31

Persistent link: https://www.econbiz.de/10001202810

Einführung in Futures- und Optionsmärkte

Hull, John - 2001 - 3. Aufl.

Persistent link: https://www.econbiz.de/10001553403

The pricing of options on assets with stochastic volatilities

Hull, John; White, Alan - In: Options : classic approaches to pricing and modelling, (pp. 323-344). 1999

Persistent link: https://www.econbiz.de/10001772463

Numerical procedures for implementing term structure models I : single-factor models

Hull, John - In: The journal of derivatives : the official publication … 2 (1994) 1, pp. 7-16

Persistent link: https://www.econbiz.de/10001219340

Deep Learning for Exotic Option Valuation

Cao, Jay; Chen, Jacky; Hull, John; Poulos, Zissis - 2021

A common approach to valuing exotic options involves choosing a model and then determining its parameters to fit the volatility surface as closely as possible. We refer to this as the model calibration approach (MCA). A disadvantage of MCA is that some information in the volatility surface is...

Persistent link: https://www.econbiz.de/10013241154