[PDF][PDF] Valuing credit derivatives using an implied copula approach
JC Hull, AD White - Journal of Derivatives, 2006 - www-2.rotman.utoronto.ca
We present an alternative to the Gaussian copula/base correlation model for valuing CDO
tranches. Instead of implying copula correlations from market prices we imply the copula itself. …
tranches. Instead of implying copula correlations from market prices we imply the copula itself. …
[HTML][HTML] The problem with big data: operating on smaller datasets to bridge the implementation gap
Big datasets have the potential to revolutionize public health. However, there is a mismatch
between the political and scientific optimism surrounding big data and the public’s …
between the political and scientific optimism surrounding big data and the public’s …
[CITATION][C] Efficient procedures for valuing European and American path-dependent options
JC Hull, AD White - The Journal of Derivatives, 1993 - pm-research.com
We show how binomial and trinomial tree methods can be extended to value many types of
options with pathdependent payofs. Ourfirst example is a Iookback put option, whose payof …
options with pathdependent payofs. Ourfirst example is a Iookback put option, whose payof …
A regional intervention to improve the hospital mortality associated with coronary artery bypass graft surgery
…, BM Westbrook, TP Wharton, KW Wheeler, D White… - Jama, 1996 - jamanetwork.com
Objective. —To determine whether an organized intervention including data feedback,
training in continuous quality improvement techniques, and site visits to other medical centers …
training in continuous quality improvement techniques, and site visits to other medical centers …
Reward, persuasion, and the Sokal Hoax: A study in citation identities
HD White - Scientometrics, 2004 - Springer
… Scisearch readily yields a citation identity for Alan D. Sokal as a physicist (sets for him
may be formed both with and without the middle initial). In his physics papers he frequently …
may be formed both with and without the middle initial). In his physics papers he frequently …
[HTML][HTML] Retinal laminar architecture in human retinitis pigmentosa caused by Rhodopsin gene mutations
…, EAM Windsor, W Herrera, DA White… - … & visual science, 2008 - iovs.arvojournals.org
purpose. To determine the underlying retinal micropathology in subclasses of autosomal
dominant retinitis pigmentosa (ADRP) caused by rhodopsin (RHO) mutations. methods. …
dominant retinitis pigmentosa (ADRP) caused by rhodopsin (RHO) mutations. methods. …
Sleep apnea and cardiovascular disease: An American heart association/American college of cardiology foundation scientific statement from the American heart …
VK Somers, DP White, R Amin, WT Abraham, F Costa… - Circulation, 2008 - Am Heart Assoc
Experimental approaches directed at addressing these issues are limited by several
considerations. First, the close association between obesity and OSA often obscures differentiation …
considerations. First, the close association between obesity and OSA often obscures differentiation …
[BOOK][B] The text of the New Testament: An introduction to the critical editions and to the theory and practice of modern textual criticism
K Aland, B Aland - 2023 - books.google.com
… ) was designed jointly by Kurt Aland and Barbara Aland. The sections dealing with practical
… Barbara Aland, the discussions of general principles were essentially the work of Kurt Aland, …
… Barbara Aland, the discussions of general principles were essentially the work of Kurt Aland, …
[PDF][PDF] Merton's model, credit risk, and volatility skews
J Hull, I Nelken, A White - Journal of Credit Risk Volume, 2004 - researchgate.net
Hull QX Page 1 In 1974 Robert Merton proposed a model for assessing the credit risk of a
company by characterizing the company’s equity as a call option on its assets. In this paper …
company by characterizing the company’s equity as a call option on its assets. In this paper …
Total thyroidectomy: a review of 213 patients
JK Jacobs, JW ALAND Jr, JF BALLINGER - Annals of surgery, 1983 - journals.lww.com
During a 10.5-year period ending in June 1982, total thyroidectomy was performed on 213
patients at the Vanderbilt University Medical Center. A nonfunctioning nodule on technetium …
patients at the Vanderbilt University Medical Center. A nonfunctioning nodule on technetium …