Masaki Nakabayashi

Mizuho Securities Co. Ltd

Tokyo

100-0004

Japan

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 8,493

SSRN RANKINGS

Top 8,493

in Total Papers Downloads

7,839

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (1)

1.

Calibration Methods of Hull-White Model

Number of pages: 43 Posted: 29 Nov 2009 Last Revised: 31 May 2010
Sebastien Gurrieri, Masaki Nakabayashi and Tony Wong
affiliation not provided to SSRN, Mizuho Securities Co. Ltd and affiliation not provided to SSRN
Downloads 7,839 (1,137)
Citation 3

Abstract:

Loading...

Hull-White, calibration, time-dependent, swaption