HullWhite model - PDFSEARCH.IO - Document Search Engine

HullWhite model
Results: 4

#	Item
1	Microsoft PowerPoint - Chris Harris CFC 07.ppt Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:46:59 Mathematics Mathematical analysis Probability Probability distributions Rice distribution Normal distribution HullWhite model
2	ECONOMETRIC SPECIFICATIONS OF STOCHASTIC DISCOUNT FACTOR MODELS C. GOURIEROUX (1) Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:16:48 Mathematical finance Finance Economy Money Stochastic discount factor BlackScholes model Stochastic volatility Volatility Girsanov theorem HullWhite model
3	PRICING OF SWING OPTIONS IN A MEAN REVERTING MODEL WITH JUMPS MATS KJAER G¨ oteborg University Abstract. We investigate the pricing of swing options in a model where the Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:19 Mathematical finance Options Probability theory Risk-neutral measure Forward contract Trinomial tree Futures contract Characteristic function Distribution HullWhite model
4	Best estimate calculations of saving contracts by closed formulas – Application to the ORSA - François BONNIN (Altia) - Frédéric PLANCHET (Université Lyon 1, Laboratoire SAF) - Marc JUILLARD (Winter & Associés) 20 Add to Reading List Source URL: docs.isfa.fr Language: English - Date: 2013-03-25 06:11:44 Statistical randomness Mathematics Mathematical analysis Stochastic differential equations Mathematical finance Applied mathematics Fixed income analysis OrnsteinUhlenbeck process Discretization HullWhite model Brownian model of financial markets

UPDATE