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Hull, John C.


 SSRN Author Rank: 2,155 by Downloads
 Professor
 

University of Toronto - Rotman School of Management


 105 St. George Street
 Toronto, Ontario M5S 3E6
 Canada
 (416) 978-8615 (Phone)
 416-971-3048 (Fax)
 email address

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. Hull, John C.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,025
Total
Citations
376
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Valuing Credit Default Swaps I: No Counterparty Default Risk | Show Abstract | Download |
NYU Working Paper No. FIN-00-021
Working Paper Series
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
04 Nov 08
1,750
(4,150)
80

2.  
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
04 Nov 08
1,595
(4,889)
53

3.  
Valuing Derivatives: Funding Value Adjustments and Fair Value | Show Abstract | Download |
Financial Analysts Journal, Forthcoming, Rotman School of Management Working Paper No. 2245821
Accepted Paper Series
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
07 Apr 13
Last Revised:
26 Mar 14
1,066
(9,665)
 

4.  
Hull, John C.
University of Toronto - Rotman School of Management
Predescu, Mirela
BNP Paribas, London
White, Alan
University of Toronto - Rotman School of Management
Posted:
21 Mar 05
1,035
(10,123)
10

5.  
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
04 Nov 08
752
(16,406)
37

6.  
Hull, John C.
University of Toronto - Rotman School of Management
Predescu, Mirela
BNP Paribas, London
White, Alan
University of Toronto - Rotman School of Management
Posted:
11 Nov 12
648
(20,383)
23

7.  
LIBOR vs. OIS: The Derivatives Discounting Dilemma | Show Abstract | Download |
The Journal of Investment Management, Forthcoming, Rotman School of Management Working Paper No. 2211800
Accepted Paper Series
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
04 Feb 13
Last Revised:
11 Apr 13
591
(23,145)
2

8.  
The General Hull-White Model and Super Calibration | Show Abstract | Download |
NYU Working Paper No. FIN-00-024
Working Paper Series
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
04 Nov 08
467
(31,743)
3

9.  
Predescu, Mirela
BNP Paribas, London
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
10 Nov 12
274
(60,438)
166

10.  
Collateral and Credit Issues in Derivatives Pricing | Show Abstract | Download |
Rotman School of Management Working Paper No. 2212953
Working Paper Series
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
08 Feb 13
Last Revised:
21 Feb 14
242
(69,180)
2

11.  
Modeling the Short Rate: The Real and Risk-Neutral Worlds | Show Abstract | Download |
Rotman School of Management Working Paper No. 2403067
Working Paper Series
Hull, John C.
University of Toronto - Rotman School of Management
Sokol, Alexander
CompatibL
White, Alan
University of Toronto - Rotman School of Management
Posted:
02 Mar 14
220
(76,720)
 

12.  
Hull, John C.
University of Toronto - Rotman School of Management
Suo, Wulin
Queen's School of Business
Posted:
04 Nov 08
144
(113,865)
 

13.  
OIS Discounting, Interest Rate Derivatives, and the Modeling of Stochastic Interest Rate Spreads | Show Abstract | Download |
Forthcoming in Journal of Investment Management, Rotman School of Management Working Paper No. 2359610
Accepted Paper Series
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
27 Nov 13
Last Revised:
10 Apr 14
87
(165,755)
 

14.  
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
23 Feb 14
Last Revised:
05 Apr 14
84
(169,405)
 

15.  
The Valuation of Market-Leveraged Stock Units | Show Abstract | Download |
Rotman School of Management Working Paper No. 2294785
Working Paper Series
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
17 Jul 13
Last Revised:
08 Jan 14
70
(188,826)
 

16.  
CVA and Wrong-Way Risk | Show Abstract |
Financial Analysts Journal, Vol. 68, No. 5, 2012, Rotman School of Management Working Paper No. 2151507
Accepted Paper Series
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
25 Sep 12
 

17.  
An Improved Implied Copula Model and its Application to the Valuation of Bespoke CDO Tranches | Show Abstract |
Journal of Investment Management, Third Quarter, 2010
Accepted Paper Series
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
26 Oct 10
 

18.  
The Risk of Tranches Created from Mortgages | Show Abstract |
Financial Analysts Journal, Vol. 66, No. 5, 2010
Accepted Paper Series
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
15 Oct 10
 

19.  
Suo, Wulin
Queen's School of Business
Hull, John C.
University of Toronto - Rotman School of Management
Daglish, Toby C.
Victoria University of Wellington - School of Economics & Finance
Posted:
12 Dec 09
 

20.  
Merton's Model, Credit Risk and Volatility Skews | Show Abstract |
Journal of Credit Risk, Vol. 1, No. 1, pp. 3-28, Winter 2004/05
Accepted Paper Series
Hull, John C.
University of Toronto - Rotman School of Management
Nelken, Izzy
Super Computer Consulting, Inc.
White, Alan
University of Toronto - Rotman School of Management
Posted:
28 Apr 05
 

21.  
How to Value Employee Stock Options | Show Abstract |
Financial Analysts Journal, Vol. 60, No. 1, pp. 114-119, January/February 2004
Accepted Paper Series
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
13 Feb 04
 

22.  
The General Hull-White Model and Supercalibration | Show Abstract |
Financial Analysts Journal, Vol. 57, No. 6, November/December 2001
Accepted Paper Series
Hull, John C.
University of Toronto - Rotman School of Management
White, Alan
University of Toronto - Rotman School of Management
Posted:
22 Jan 02
 

23.  
Using Hull-White Interest Rate Trees | Show Abstract |
J. OF DERIVATIVES, Spring 1996
Accepted Paper Series
Hull, John C.
University of Toronto - Rotman School of Management
Posted:
03 May 00
 


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