| ||
|
| Hull & White Interest Rate Calculator Calculator for building trinomial tree for pricing zero coupon bonds and interest rate options. | |
| Risk Neutral Pricing and the Term Structure of Interest Rates Critical review of theories of term structure that employ the risk neutral pricing methodology. | ||
| Interest Rate Dynamics and Consistent Forward Rate Curves Analysis of various interest rate models, including Hull-White and Ho-Lee. | ||
| Hull-White Model Introduction Explanation of interest rate modeling and interest rate option pricing using the Hull-White model. | ||
| ||