Mortgages Mortgage Bank Mortgages Mortgage Bank Robot

Www Mortagesmortgagebank Camera Find Reliable Svgw Refinance Home Mortgage Loan Bad Credit Pr Tors Mortgage11 Mortgages Mortgage Bank JOHN C. HULL 的简介(金融工程超级牛人） - ArisZheng!（数学算法 金融工程 Matlab） - 博客频道 - CSDN.NET

Www Mortagesmortgagebank Camera Find Reliable Svgw Refinance Home Mortgage Loan Bad Credit Pr Tors Mortgage11 Mortgages Mortgage Bank

ot;The Use of Exchange-Traded Currency Options to Hedge the Risks from Writing Non-
Mortgage x Find hnsearche Mortgage T Refinance a Svgw esearch u Refinance rsearchny Refinance Osearcht Tors osearchsasearchc Tors ' Reliable r Tors dt I Credit F Mortgage11 ndsearchtsearchMotsearchagsearch Bad searche Find i Camera a Reliable c Credit Mortagesmortgagebank searcho Find n Reliable a Bad hsearcho Find Camera v Www w Credit O Loan esearchrc Find t Tors ea Svgw csearcho searchvwssearchMsearchrtga Mortagesmortgagebank esearch1searchJsearchM Find rtsearcha Reliable e Www u Mortagesmortgagebank Ww Svgw Bad l, Refinance V Reliable l Refinance search, Bad p Mortagesmortgagebank . Loan 7- Refinance 8search
1985 (with Alan White).
7
"The Effect of a Stochastic Variance on Option Pricing," International Options Journal,
Vol. 2, pp. 39-47, 1985 (with Alan White).
"The Valuation of Currency Options - Reply," Financial Management, Vol. 13, 2, 1984.
"The Impact of Taxes on the Valuation of Low-Interest Household Mortgages,"
Canadian Tax Journal, Vol. 31, No. 5, pp. 797-804, 1983.
"Valuation of Currency Options," Financial Management, Vol. 12, 1, pp. 24-28, 1983.
Reprinted in International Options Journal, Vol. 1, 1, pp. 5-11, 1984 (with Nahum
Biger).
"The Bargaining Positions of the Parties to a Lease Agreement," Financial Management,
Vol. 11, 3, pp. 71-79, 1982.
"Conflicts of Interest Between Shareholders and Managers," The Investment Analyst,
Vol. 67, pp. 4-8, September 1982.
"The Impact of Stock Relief on the Attractiveness of Capital Investment Opportunities,"
Accounting and Business Research, No. 45, pp. 30-34, Winter 1981.
"Lease Evaluation in the U.K. Current Theory and Practice," Journal of Business Finance
and Accounting, Vol. 7, 4, pp. 619-637,1980 (with Graham Hubbard).
"The Interpretation of the Output from a Sensitivity Analysis in Investment Appraisal,"
Journal of Business Finance and Accounting, Vol. 5, 1. pp. 109-122, 1978.
"The Accuracy of the Means and Standard Deviations of Subjective Probability
Distributions," Journal of the Royal Statistical Society, A., Vol. 141, 1, pp. 79-85, 1978.
"Reducing the Number of Probabilistic Variables in a Risk Simulation," Omega, Vol. 5,
5, pp. 605-608, 1977.
"The Input to and Output from Risk Evaluation Models," European Journal of
Operational Research, Vol. 1, 6, pp. 368-375, 1977.
"Dealing with Dependence in Risk Simulations," Operational Research Quarterly, Vol.
28, 1, ii, pp. 201-218, 1977.
"The Impact of Inflation on Corporate Financial Performance," Management Decision,
Vol. 14, 1. pp. 7-16, 1976. Reprinted in Managerial Finance, 1977 (with Bill Alexander)
"A Note on Risk Simulation," Omega, Vol. 3, 3, p. 358, 1975.
"Utility and Its Measurement," Journal of the Royal Statistical Society, A,
Vol. 136, 2, pp. 226-247, 1973 (with Peter Moore and Howard Thomas).
8
"The Application of Decision Analysis to a New Product Planning Decision - A
Comment," Operational Research Quarterly, Vol. 24, 3, pp. 469-471, 1973.
Other Articles
“The Power Law,” Risk, 20, 3 (March 2007), 72-74
“VaR vs Expected Shortfall,” Risk, 19, 12 (December 2006), 48-49
“Defining Copulas” Risk, 19, 10 (October 2006), 62-64.
“New layers of protection” in Mastering Risk section of Financial Times, Sept 16, 2005
with Alan White)
“The Credit Spread Puzzle” Journal of Financial Transformation, 13 (April 2005), 131-134
(with Mirela Predescu and Alan White)
"Advisor's guide to risk management" co-editor, 2002.
"Approaches to managing portfolio risk" in Advisor's guide to risk management, pp 14-
18, 2002.
"Advisor's guide to new investment opportunities" co-editor, 2001.
"Avoiding irrational exuberance" in Advisor's guide to new investment opportunities, pp
20-25 (with Alan White), 2001.
"Using derivatives to achieve international diversification" in Advisor's guide to
international financial research, pp 42-47, 2000 (with Alan White)
"Advisors guide to international financial research" co-editor, 2000
"Advisors guide to financial research" co-editor, 1999
"Taking rates to the limits," RISK (December 1997) pp 168-169 (with Alan White)
"Pricing credit risk: Introduction" Chapter 5 in Derivative Credit Risk, Risk Publications,
1995 (with Alan White).
"Branching Out," RISK (July, 1994), pp 34-37. Reprinted as Chapter 47 in Over the
Rainbow, Risk Publications, Nov 1995 (with AlanWhite)
"Finding the keys," RISK (September, 1993), pp 109-112. Reprinted as Chapter 32 in
Over the Rainbow, Risk Publications, Nov 1995 (with Alan White)
9
"The price of default," RISK (September, 1992) pp 101-103. Reprinted in Chapter 5 of
Derivative Credit Risk, Risk Publications, 1995 (with Alan White) . Reprinted in Credit
Technology, September 1998, pp 23-34.
"In the common interest" RISK (March 1991) pp 64-68 (with Alan White).
"Buying and selling interest rate options: the new over-the-counter market" Canadian
Investment Review Vol III, No. 2, 1991, pp 71-74 (with Alan White)
"Over-the-counter interest-rate options" The Treasurer, November 1991, pp 12-15 (with
Alan White).
"Modern Greek," RISK Vol. 4 No. 1 (Dec. 1990 - Jan. 1991) pp. 65-67. Reprinted as
chapter 8 in From Black-Scholes to Black Holes (with Alan White).
"New ways with the yield curve," RISK Vol. 3 No. 9 (October 1990) pp 13-17. Reprinted
as chapter 15 in From Black--Scholes to Black Holes (with Alan White).
"Root and branch," RISK Vol.3 No. 8 (September 1990) pp 69-72. Reprinted as chapter
14 in From Black-Scholes to Black Holes (with Alan White).
"Coming to terms," RISK, Vol. 3 No. 1 (Dec 1989-Jan 1990) pp 21-25. Reprinted as
chapter 16 in From Black-Scholes to Black Holes (with Alan White).
"Currency Options and the Bank," Canadian Banker, pp. 46-50, February 1985 (with
Alan White).
"When to Opt for Vendor Mortgage Takeback", Financial Times, p. 28, March 8, 1982.
"Adjusting Mark-ups for Inflation," Management Accounting, pp. 155-156, April 1977.
"Obtaining Probability Distributions for the Evaluation of Investment Risk,"
Management Accounting, pp. 349-351, October 1976.
"Evaluating Investment Risk," Management Accounting, pp. 138-141, April 1976.
"Financial Planning: Terminal Case'', Management Today, pp. 37-47, December 1973
(with Brian Wheeler).
Working Papers
“The Valuation of Correlation-Dependent Credit Derivatives Using a Structural Model”
(with Mirela Predescu and Alan White)
“Dynamic Models of Portfolio Credit Risk: A Simplified Approach,”(with Alan White)
“Forwards and European Options on CDO Tranches,” (with Alan White)
10
Current Research Interests
All aspects of financial engineering including: market risk, credit risk, the valuation of
interest rate derivatives, numerical procedures for valuing derivatives, executive stock
options, and credit derivatives.
Other Activities
Founder and Director (1997 to present) of the Centre for Finance. The Centre is
concerned with funding research in all aspects of finance at the Joseph L. Rotman School
of Management, University of Toronto and disseminating the results of that research to
the business community.
Consulting
Consulting projects include litigation support and development of models for valuing,
hedging, and managing non-standard derivatives. Clients include major financial
institutions, their external auditors, and software companies in North America, Europe,
Japan, and Australia. Appointed chairman of the Moody's Academic Advisory
Committee in 2001.
Executive Education
Have provided executive training for employees of many financial institutions throughout
the world. Regular presenter at ICBI's annual Global Risk Management conference in
Geneva and ICBI's annual Global Derivatives conference in Europe. Consistently rated a
top instructor at these conferences.

查看评论
* 以上用户言论只代表其个人观点，不代表CSDN网站的观点或立场
    个人资料

    aris_zzy
    • 访问：406482次
    • 积分：5925分
    • 排名：第377名
    • 原创：159篇
    • 转载：138篇
    • 译文：0篇
    • 评论：147条
    文章搜索
    文章分类
    文章存档
    阅读排行