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Hull–White model
Results: 34

#	Item
1	DELFT UNIVERSITY OF TECHNOLOGY REPORTOn Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates Lech A. Grzelak, Cornelis W. Oosterlee Add to Reading List Source URL: www.ewi.tudelft.nl Language: English - Date: 2011-05-11 08:16:59 Mathematical sciences Hull–White model Heath–Jarrow–Morton framework Normal distribution LIBOR market model Short-rate model Forward measure Heston model Stochastic volatility Mathematical finance Statistics Financial economics
2	DELFT UNIVERSITY OF TECHNOLOGY REPORTAn Equity-Interest Rate Hybrid Model With Stochastic Volatility And The Interest Rate Smile Lech A. Grzelak, Cornelis W. Oosterlee Add to Reading List Source URL: www.ewi.tudelft.nl Language: English - Date: 2011-05-11 08:16:58 Finance Hull–White model LIBOR market model Heston model Stochastic volatility Local volatility Short-rate model Forward measure Cox–Ingersoll–Ross model Mathematical finance Financial economics Statistics
3	Efficient pricing and Greeks in the cross-currency LIBOR market model Chris J. Beveridge, Mark S. Joshi and Will M. Wright The University of Melbourne October 14, 2010 Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:12:15 Interest rates Foreign exchange market Mathematical finance International finance Foreign-exchange option Forward exchange rate Hull–White model Power reverse dual currency note Exchange rate Economics Finance Financial economics
4	Herausgeber: Die Gruppe der betriebswirtschaftlichen Professoren der Wirtschaftswissenschaftlichen Fakult¨ at der Universit¨ at Passau Add to Reading List Source URL: www.wiwi.uni-passau.de Language: English - Date: 2009-03-14 09:55:18 Finance Normal distribution Black–Scholes Volatility Log-normal distribution Tau Hull–White model Mathematical finance Statistics Financial economics
5	Local Volatility Pricing Models for Long-Dated FX Derivatives G. Deelstra, G. Rayee Universit´ e Libre de Bruxelles [removed] Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 11:40:29 Statistics Stochastic volatility Local volatility Heston model Volatility Hull–White model Implied volatility Foreign-exchange option Option Mathematical finance Financial economics Finance
6	Microsoft Word - Byelkina Levin - Extended Multi-factor Affine Heston Model - BFS 2010.doc Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-22 13:20:46 Economics Stochastic volatility Heston model Hull–White model Volatility Implied volatility Heston Variance swap VIX Mathematical finance Financial economics Finance
7	Tangent L´evy Models Sergey Nadtochiy (joint work with Ren´e Carmona) Oxford-Man Institute of Quantitative Finance University of Oxford Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 08:43:27 Local volatility Stochastic volatility Option Volatility Hull–White model Quantitative analyst Implied volatility Economic model Mathematical finance Financial economics Finance
8	An Equity-Interest Rate Hybrid Model with Stochastic Volatility and the Interest Rate Smile Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 18:46:28 Investment Heston model Volatility Hull–White model Stochastic volatility Implied volatility Black–Scholes Model theory Mathematical finance Financial economics Finance
9	A factor contagion model for portfolio credit derivatives with interacting recovery rate Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 08:50:08 Mathematical finance Actuarial science Copula Statistical dependence Derivative Financial Correlations Hull–White model Statistics Mathematical analysis Mathematics
10	Perturbation Methods in Default Modeling Jean-Pierre Fouque University of California Santa Barbara Seminar Series on Quantitative Finance The Fields Institute Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2006-04-28 17:17:33 Finance Volatility Stochastic volatility Hull–White model Mathematical finance Financial economics Statistics