About: Hull–White model

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Model of future interest rates

Property	Value
dbo:description	model of future interest rates (en) безарбитражная диффузионная однофакторная модель динамики краткосрочной ставки (ru) Momentanzinsmodell zur Beschreibung von Zinsstrukturen in der Finanzmathematik (de)
dbo:wikiPageExternalLink	https://papers.ssrn.com/sol3/papers.cfm%3Fabstract_id=2304848 https://arxiv.org/abs/0901.1776 https://web.archive.org/web/*/www.angelfire.com/ny/financeinfo/Diplomnew.ppt https://web.archive.org/web/20110723221130/http:/www.letianwang.net/Fixed_Income/09_Hull-White_Model.htm https://archive.org/details/optionsfuturesot00hull_429%7Curl-access= https://archive.org/details/optionsfuturesot00hull_429/page/n682 https://ssrn.com/abstract=2837229 https://ssrn.com/abstract=3527091 http://ssrn.com/abstract=434860
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rdfs:label	Hull–White model (en) Hull-White-Modell (de) ハル・ホワイト・モデル (ja) 赫爾-懷特模型 (zh)
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