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- Q6148579 subject Q7485053.
- Q6148579 subject Q8458366.
- Q6148579 subject Q8460854.
- Q6148579 subject Q8550194.
- Q6148579 subject Q8741462.
- Q6148579 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.".
- Q6148579 wikiPageExternalLink 0901.1776.
- Q6148579 wikiPageExternalLink 09_Hull-White_Model.htm.
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- Q6148579 wikiPageExternalLink abstract=434860.
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- Q6148579 wikiPageWikiLink Q7485053.
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- Q6148579 wikiPageWikiLink Q8458366.
- Q6148579 wikiPageWikiLink Q8460854.
- Q6148579 wikiPageWikiLink Q8550194.
- Q6148579 wikiPageWikiLink Q8741462.
- Q6148579 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.".
- Q6148579 label "Hull–White model".