Hull–White model


This is a succinct guide to the application and modelling of dependence models or copulas in the financial markets. First applied to credit risk modelling, copulas are now widely used across a range of derivatives transactions, asset pricing techniques and risk models and are a .

Anwendungen der allgemeinen Stokeschen Formel in Analysis, Geometrie und Topologie werden besprochen.

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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 .

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