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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 wikiPageID "1224131".
- Hull–White_model wikiPageRevisionID "602156456".
- 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 label "ハル・ホワイト・モデル".
- Hull–White_model label "赫爾懷特模型".
- Hull–White_model sameAs Hull%E2%80%93White_model.
- Hull–White_model sameAs ハル・ホワイト・モデル.
- Hull–White_model sameAs Q6148579.
- Hull–White_model sameAs Q6148579.
- Hull–White_model wasDerivedFrom Hull–White_model?oldid=602156456.