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Publications by John Hull

Forwards and European Options on CDO Tranches

Journal of Credit Risk

English

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Pricing Synthetic CDO Tranches in a Model With Default Contagion Using the Matrix-Analytic Approach

SSRN Electronic Journal

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CDO, HAME Copulas and an R Package 'CDO'

SSRN Electronic Journal

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Position Statement on Cannabis: A Step Forwards

South African Medical Journal

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Comparison of Numerical Methods on Pricing of European Put Options

International Journal of Computing Science and Applied Mathematics

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LiDAR Drives Forwards

Nature Photonics

Molecular Physics,

Magnetic Materials

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Moving Pembrolizumab Forwards

Nature Reviews Clinical Oncology

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Multi-Criteria Classification for Pricing European Options

Studies in Nonlinear Dynamics and Econometrics

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Understanding Idiomatic Traversals Backwards and Forwards

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On Hedging European Options in Geometric Fractional Brownian Motion Market Model

Statistics & Decisions

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