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Hull–White model · Vinony

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EntityQ6148579· pop 5· linked from 209 articles

Hull–White model

Also known as Hull-White model

model of future interest rates

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Categories

Financial models Fixed income analysis Interest rates Short-rate models

Sources

wikipedia.externallinksexternallink

stochastic process

Entity

mathematical finance

queueing theory

Poisson process

càdlàg function

optional stopping theorem

quadratic variation

interest rate cap and floor

International Standard Book Number

digital object identifier

International Standard Serial Number

machine learning

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What links here209 pages

independent and identically distributed random variables

Branching process

percolation theory

uniform integrability

Schramm–Loewner evolution

large deviations theory

additive process

Predictable process

Black–Scholes model

Feynman–Kac formula

Donsker's theorem

Markov property

Geometric Brownian motion

convergence of random variables

exchangeable random variables

Doob's martingale inequality

extreme value theory