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	1.	No cover image available Valuing derivative securities using the explicit finite difference method by Hull J; White A Material type: Text; Format: print ; Literary form: Not fiction Publication details: 1990 Other title: Availability: Items available for loan: (1). Place hold Add to cart (remove)
	2.	No cover image available One-factor interest-rate models and the valuation of interest-rate derivative securities by Hull J; White A Material type: Text; Format: print ; Literary form: Not fiction Publication details: 1993 Other title: Availability: Items available for loan: (1). Place hold Add to cart (remove)
	3.	No cover image available The use of the control variety technique in option pricing by Hull J; White A Material type: Text; Format: print ; Literary form: Not fiction Publication details: 1988 Other title: Availability: Items available for loan: (1). Place hold Add to cart (remove)
	4.	No cover image available The pricing of options on assets with stochastic volatilities by Hull J; White A Material type: Text; Format: print ; Literary form: Not fiction Publication details: 1987 Other title: Availability: Items available for loan: (1). Place hold Add to cart (remove)

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