Hull-White on Derivatives: A Compilation of Articles

Hull, John

ISBN 10: 1899332456 / ISBN 13: 9781899332458

Edité par Risk Books, 1996

A propos de cet article

This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:1899332456.

N° de réf. du vendeur 9785821

Détails bibliographiques

• Titre: Hull-White on Derivatives: A Compilation of Articles
• Éditeur: Risk Books
• Date de parution: 1996
• Langue: anglais
• ISBN à 10 chiffres: 1899332456
• ISBN à 13 chiffres: 9781899332458
• Reliure: Couverture souple
• État de l'article: Fair
• Poids: 700 grammes
• Catalogues du vendeur:
  • Economics

A propos de ce titre

Synopsis

This text provides an in-depth look at the impact of stochastic volatility on the pricing and hedging of options. It also examines how trees and lattices provide an alternative to the more complicated implicit finite difference method when valuing derivative instruments.

Biographie de l'auteur

John Hull is a professor of finance at the University of Toronto, and has written widely in the area of derivative securities. Recently, his research has focused on the valuation and hedging of interest rate options and on credit risk issues. He was, with Alan White, one of the winners of the Nikko-LOR research competition for his work on interest rate derivatives. He has acted as consultant to many North American and European financial institutions and has written two successful books: Options, Futures, and Other Derivative Securities and Introduction to Futures and Options Markets. John Hull is an Associate Editor of the Journal of Financial & Quantitative Analysis, Journal of Derivatives, Applied Mathematical Finance, Journal of Financial Engineering, Derivates Use, Trading & Regulation and the Review of Derivatives Research. Alan White is a professor of finance at the University of Toronto, and has published many articles on derivatives-related topics in both practitioner and academic journals. His research has included the pricing of derivative securities and their use by financial institutions for risk management. More recently, his research has focused on modelling the term structure of interest rates in a way that is consistent with observed market data. This work has found application with many money-centre banks involved in the trading of interest rate options and other similar securities. Other current research examines the pricing and hedging of credit risk, and the valuation of path-dependent securities such as indexed amortizing interest-rate swaps. Alan White is an Associate Editor of the Journal of Financial & Quantitative Analysis and the Journal of Derivatives.