|
Archive@NYU >
Browsing by Author Ontario, Toronto
Showing results 1 to 4 of 4
| Preview | Issue Date | Title | Author(s) | | 2000 | FORWARD RATE VOLATILITIES, SWAP RATE VOLATILITIES, AND THE IMPLEMENTATION OF THE LIBOR MARKET MODEL | Hull, John; Rotman, Joseph L.; Ontario, Toronto |
| Aug-2000 | The General Hull-White Model and Super Calibration | Hull, John; White, Alan; Rotman, Joseph L.; Ontario, Toronto |
| Apr-2000 | VALUING CREDIT DEFAULT SWAPS I: NO COUNTERPARTY DEFAULT RISK | Hull, John; White, Alan; Ontario, Toronto |
| Apr-2000 | VALUING CREDIT DEFAULT SWAPS II: MODELING DEFAULT CORRELATIONS | Hull, John; White, Alan; Ontario, Toronto |
Showing results 1 to 4 of 4
|
