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• Hull White Volatility Calibration Study

  Author(s):

  Tim Xiao (see profile)

  Date:

  2022

  Group(s):

  Scholarly Communication

  Subject(s):

  Derivative securities, Derivative securities--Valuation

  Item Type:

  Essay

  Tag(s):

  Hull White model, volatility

  Search term matches:

  Tag

  ... hull white model ...

  Full Text

  ... terms, the agreement between these two prices was only marginally acceptable. Hull White model ...

  
  

• Hull-White Convertible Bond Model

  Author(s):

  Tim Xiao (see profile)

  Date:

  2022

  Group(s):

  Business Management

  Subject(s):

  Derivative securities, Pricing

  Item Type:

  Essay

  Tag(s):

  convertible bond, hull white model

  Search term matches:

  Tag

  ... hull white model ...

  Full Text

  ... between the short-term interest rate is sufficiently small. The Hull-White model was tested ...

  
  

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