Hull-White on derivatives

a compilation of articles

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Alan WhiteHull, JohnJohn HullFirst published 19962 editions

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.

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First publish date 19963 credited authorsSearch language english

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Alan White
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Hull, John
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John Hull
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