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Hardy Hulley

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This is information that was supplied by Hardy Hulley in registering through RePEc. If you are Hardy Hulley , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Hardy
Middle Name:
Last Name: Hulley
Suffix:

RePEc Short-ID: phu172

Email: [This author has chosen not to make the email address public]
Homepage: http://www.hardyhulley.com
Postal Address:
Phone:

Affiliation

Finance Discipline Group
Business School
University of Technology Sydney
Location: Sydney, Australia
Homepage: http://www.business.uts.edu.au/finance/
Email:
Phone: +61 2 9514 7777
Fax: +61 2 9514 7711
Postal: PO Box 123, Broadway, NSW 2007
Handle: RePEc:edi:sfutsau (more details at EDIRC)

Works

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Working papers

  1. Kristoffer Glover & Hardy Hulley & Goran Peskir, 2011. "Three-Dimensional Brownian Motion and the Golden Ratio Rule," Research Paper Series 295, Quantitative Finance Research Centre, University of Technology, Sydney.
  2. Hardy Hulley & Martin Schweizer, 2010. "M6 - On Minimal Market Models and Minimal Martingale Measures," Research Paper Series 280, Quantitative Finance Research Centre, University of Technology, Sydney.
  3. Hardy Hulley, 2010. "The Economic Plausibility of Strict Local Martingales in Financial Modelling," Research Paper Series 279, Quantitative Finance Research Centre, University of Technology, Sydney.
  4. Hardy Hulley & Eckhard Platen, 2009. "A Visual Criterion for Identifying Ito Diffusions as Martingalesor Strict Local Martingales," Research Paper Series 263, Quantitative Finance Research Centre, University of Technology, Sydney.
  5. Hardy Hulley & T. A. McWalter, 2008. "Quadratic Hedging of Basis Risk," Research Paper Series 225, Quantitative Finance Research Centre, University of Technology, Sydney.
  6. Eckhard Platen & Hardy Hulley, 2008. "Hedging for the Long Run," Research Paper Series 214, Quantitative Finance Research Centre, University of Technology, Sydney.
  7. Hardy Hulley & Eckhard Platen, 2008. "A Visual Classification of Local Martingales," Research Paper Series 238, Quantitative Finance Research Centre, University of Technology, Sydney.
  8. Hardy Hulley & Eckhard Platen, 2007. "Laplace Transform Identities for Diffusions, with Applications to Rebates and Barrier Options," Research Paper Series 203, Quantitative Finance Research Centre, University of Technology, Sydney.
  9. Hardy Hulley & Shane Miller & Eckhard Platen, 2005. "Benchmarking and Fair Pricing Applied to Two Market Models," Research Paper Series 155, Quantitative Finance Research Centre, University of Technology, Sydney.

Articles

  1. Hardy Hulley & Rebecca Mckibbin & Andreas Pedersen & Susan Thorp, 2013. "Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement," The Economic Record, The Economic Society of Australia, vol. 89(284), pages 31-51, 03.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (1) 2005-04-16
  2. NEP-FMK: Financial Markets (2) 2008-03-08 2008-07-20
  3. NEP-RMG: Risk Management (2) 2008-03-08 2008-07-20

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Co-authorship network on CollEc

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