Welcome - Home - Register - Login - Help/FAQ - 0 items

Search Enter keywords, a title or a report id number below. In All Categories --------------------- Telecom & Computing Business & Finance Mfg & Construction Pharma & Healthcare Consumer & Retail Gov & Public Sector Energy & Transport Country Reports Company Reports --------------------- Transcripts Advanced      Select a currency for use throughout the site Australia Dollars Canada Dollars Euro Japan Yen Sweden Kroner Switzerland Francs UK Pounds US Dollars Viewing report Order by Fax Printer Friendly PDF Brochure Send to Friend Enquire before Buying Hard Copy Hull-White on Derivatives Risk Waters, Aug 1999, Pages: 356   Description     Table of Contents     Reviews        Enquire before Buying    Send to a Friend   A classic collection of the writing of John Hull and Alan White -Hull and White's classic analysis of the impact of stochastic volatility on the pricing and hedging of options -Examines the valuation of interest-rate options and the problem of how to build a no-arbitrage model of the term structure of interest rates Customers who bought this item also bought Option Pricing Models and Volatility Using Excel-VBA Options: Classic Approaches to Pricing and Modelling E-Learning Course: Interest Rate Options Exotic Options Trading Market Risk Analysis: Pricing, Hedging and Trading Financial Instruments, Volume III Trading Options For Dummies Dynamic Term Structure Modeling: The Fixed Income Valuation Course & CD-ROM Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures Stochastic Claims Reserving Methods in Insurance Futures and Options (Workbook) The New Interest Rate Models Innovations from Heath-Jarrow-Morton to the Present Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling

		Top of page

All rights reserved. � Copyright 2009 Research and Markets    Terms and conditions Privacy Policy Publishers Employment Opportunities Site Map Link to us Webmaster