Hull–White model
id:
hull-white-model-321-18467376
title:
Hull–White model
text:
In financial mathematics, the Hull–White model is a model of future interest rates. In its most generic formulation, it belongs to the class of no-arbitrage models that are able to fit today's term structure of interest rates. It is relatively straightforward to translate the mathematical description of the evolution of future interest rates onto a tree or lattice and so interest rate derivatives such as bermudan swaptions can be valued in the model. The first Hull–White model was described by J
brand slug:
wiki
category slug:
encyclopedia
description:
Model of future interest rates
original url:
https://en.wikipedia.org/wiki/Hull%E2%80%93White_model
date created:
date modified:
2023-10-27T19:19:37Z
main entity:
{"identifier":"Q6148579","url":"https://www.wikidata.org/entity/Q6148579"}
image:
fields total:
13
integrity:
14