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- Hull–White_model abstract "In financial mathematics, the Hull–White model is a model of future interest rates. In its most generic formulation, it belongs to the class of no-arbitrage models that are able to fit today's term structure of interest rates. It is relatively straightforward to translate the mathematical description of the evolution of future interest rates onto a tree or lattice and so interest rate derivatives such as bermudan swaptions can be valued in the model.The first Hull–White model was described by John C. Hull and Alan White in 1990. The model is still popular in the market today.".
- Hull–White_model wikiPageExternalLink 0901.1776.
- Hull–White_model wikiPageExternalLink 09_Hull-White_Model.htm.
- Hull–White_model wikiPageExternalLink hwtrinomialtree.
- Hull–White_model wikiPageExternalLink hullwhite.
- Hull–White_model wikiPageExternalLink abstract=434860.
- Hull–White_model wikiPageExternalLink Diplomnew.ppt.
- Hull–White_model wikiPageID "1224131".
- Hull–White_model wikiPageLength "9964".
- Hull–White_model wikiPageOutDegree "43".
- Hull–White_model wikiPageRevisionID "681642029".
- Hull–White_model wikiPageWikiLink Alan_White_(economist).
- Hull–White_model wikiPageWikiLink Bermudan_swaption.
- Hull–White_model wikiPageWikiLink Black-Karasinski_model.
- Hull–White_model wikiPageWikiLink Black–Karasinski_model.
- Hull–White_model wikiPageWikiLink Calibration.
- Hull–White_model wikiPageWikiLink Category:Finance_theories.
- Hull–White_model wikiPageWikiLink Category:Fixed_income_analysis.
- Hull–White_model wikiPageWikiLink Category:Interest_rates.
- Hull–White_model wikiPageWikiLink Category:Mathematical_finance.
- Hull–White_model wikiPageWikiLink Category:Short-rate_models.
- Hull–White_model wikiPageWikiLink Cox–Ingersoll–Ross_model.
- Hull–White_model wikiPageWikiLink Damiano_Brigo.
- Hull–White_model wikiPageWikiLink Discount_bond.
- Hull–White_model wikiPageWikiLink Exotic_derivative.
- Hull–White_model wikiPageWikiLink Exotic_derivatives.
- Hull–White_model wikiPageWikiLink Fabio_Mercurio.
- Hull–White_model wikiPageWikiLink Financial_mathematics.
- Hull–White_model wikiPageWikiLink Forward_measure.
- Hull–White_model wikiPageWikiLink Fundamental_theorem_of_arbitrage-free_pricing.
- Hull–White_model wikiPageWikiLink Fundamental_theorem_of_asset_pricing.
- Hull–White_model wikiPageWikiLink Interest_rate.
- Hull–White_model wikiPageWikiLink Interest_rate_cap_and_floor.
- Hull–White_model wikiPageWikiLink floors.
- Hull–White_model wikiPageWikiLink Interest_rate_derivative.
- Hull–White_model wikiPageWikiLink Itxc3xb4s_lemma.
- Hull–White_model wikiPageWikiLink Jamshidians_trick.
- Hull–White_model wikiPageWikiLink John_C._Hull.
- Hull–White_model wikiPageWikiLink Lattice_model_(finance).
- Hull–White_model wikiPageWikiLink Log-normal_distribution.
- Hull–White_model wikiPageWikiLink Mathematical_finance.
- Hull–White_model wikiPageWikiLink Mathematical_model.
- Hull–White_model wikiPageWikiLink Monotonic_function.
- Hull–White_model wikiPageWikiLink Normal_distribution.
- Hull–White_model wikiPageWikiLink Numeraire.
- Hull–White_model wikiPageWikiLink Numéraire.
- Hull–White_model wikiPageWikiLink Ornstein–Uhlenbeck_process.
- Hull–White_model wikiPageWikiLink Prentice_Hall.
- Hull–White_model wikiPageWikiLink Put_option.
- Hull–White_model wikiPageWikiLink Regression_toward_the_mean.
- Hull–White_model wikiPageWikiLink Short-rate_model.
- Hull–White_model wikiPageWikiLink Swaption.
- Hull–White_model wikiPageWikiLink Upper_Saddle_River,_New_Jersey.
- Hull–White_model wikiPageWikiLink Vasicek_model.
- Hull–White_model wikiPageWikiLink Yield_curve.
- Hull–White_model wikiPageWikiLink Zero-coupon_bond.
- Hull–White_model wikiPageWikiLinkText "Hull and White".
- Hull–White_model wikiPageWikiLinkText "Hull-White Interest Rate Model".
- Hull–White_model wikiPageWikiLinkText "Hull-White Lattice".
- Hull–White_model wikiPageWikiLinkText "Hull-White".
- Hull–White_model wikiPageWikiLinkText "Hull–White model".
- Hull–White_model wikiPageWikiLinkText "Hull–White".
- Hull–White_model hasPhotoCollection Hull–White_model.
- Hull–White_model wikiPageUsesTemplate Template:Bond_market.
- Hull–White_model wikiPageUsesTemplate Template:Cite_book.
- Hull–White_model wikiPageUsesTemplate Template:Harvcol.
- Hull–White_model wikiPageUsesTemplate Template:Stochastic_processes.
- Hull–White_model subject Category:Finance_theories.
- Hull–White_model subject Category:Fixed_income_analysis.
- Hull–White_model subject Category:Interest_rates.
- Hull–White_model subject Category:Mathematical_finance.
- Hull–White_model subject Category:Short-rate_models.
- Hull–White_model comment "In financial mathematics, the Hull–White model is a model of future interest rates. In its most generic formulation, it belongs to the class of no-arbitrage models that are able to fit today's term structure of interest rates.".
- Hull–White_model label "Hull–White model".
- Hull–White_model sameAs ハル・ホワイト・モデル.
- Hull–White_model sameAs m.04jxm7.
- Hull–White_model sameAs Q6148579.
- Hull–White_model sameAs Q6148579.
- Hull–White_model sameAs 赫爾懷特模型.
- Hull–White_model wasDerivedFrom Hull–White_model?oldid=681642029.
- Hull–White_model isPrimaryTopicOf Hull–White_model.