Search Results - "Hull–White model"

Professional financial computing using Excel and VBA by Tung, Humphrey K. K., Lai, Donny C. F, Wong, Michael C. S. [ (Michael Chak Sham)]

Table of Contents: “…Portfolio value-at-risk -- 11. The hull-white model -- 12. Credit Metrics model -- 13. KMV-Merton model…”