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Archive@NYU >
Browsing by Author "Hull, John"
Showing results 1 to 5 of 5
| Thumbnail | Number | Issue Date | Title | Author(s) | | FIN-00-025 | May-2000 | A Test of the Use of the Implied Volatility Function Model to Price
Exotic Options | Hull, John; Suo, Wulin |
| FIN-00-023 | 2000 | FORWARD RATE VOLATILITIES, SWAP RATE VOLATILITIES, AND THE
IMPLEMENTATION OF THE LIBOR MARKET MODEL | Hull, John; Rotman, Joseph L.; Ontario, Toronto |
| FIN-00-024 | Aug-2000 | The General Hull-White Model and Super Calibration | Hull, John; White, Alan; Rotman, Joseph L.; Ontario, Toronto |
| FIN-00-021 | Apr-2000 | VALUING CREDIT DEFAULT SWAPS I: NO COUNTERPARTY DEFAULT RISK | Hull, John; White, Alan; Ontario, Toronto |
| FIN-00-022 | Apr-2000 | VALUING CREDIT DEFAULT SWAPS II: MODELING DEFAULT CORRELATIONS | Hull, John; White, Alan; Ontario, Toronto |
Showing results 1 to 5 of 5
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