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Hardy Hulley

Personal Details

First Name:Hardy
Middle Name:
Last Name:Hulley
Suffix:
RePEc Short-ID:phu172
[This author has chosen not to make the email address public]
http://www.hardyhulley.com
Terminal Degree:2010 Finance Discipline Group; Business School; University of Technology Sydney (from RePEc Genealogy)

Affiliation

Finance Discipline Group
Business School
University of Technology Sydney

Sydney, Australia
http://www.business.uts.edu.au/finance/
RePEc:edi:sfutsau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Dean Buckner & Kevin Dowd & Hardy Hulley, 2022. "Arbitrage Problems with Reflected Geometric Brownian Motion," Papers 2201.05312, arXiv.org, revised Sep 2022.
  2. Kristoffer Glover & Hardy Hulley, 2019. "Short Selling with Margin Risk and Recall Risk," Papers 1903.11804, arXiv.org.
  3. Hardy Hulley & Johannes Ruf, 2019. "Weak Tail Conditions for Local Martingales," Published Paper Series 2019-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  4. Kristoffer Glover & Hardy Hulley, 2014. "Optimal prediction of the last-passage time of a transient diffusion," Published Paper Series 2014-5, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  5. 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.
  6. 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.
  7. 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.
  8. Hardy Hulley & Eckhard Platen, 2009. "A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales," Research Paper Series 263, Quantitative Finance Research Centre, University of Technology, Sydney.
  9. Hardy Hulley & Eckhard Platen, 2008. "A Visual Classification of Local Martingales," Research Paper Series 238, Quantitative Finance Research Centre, University of Technology, Sydney.
  10. Hardy Hulley & Thomas A. McWalter, 2008. "Quadratic Hedging of Basis Risk," Research Paper Series 225, Quantitative Finance Research Centre, University of Technology, Sydney.
  11. Eckhard Platen & Hardy Hulley, 2008. "Hedging for the Long Run," Research Paper Series 214, Quantitative Finance Research Centre, University of Technology, Sydney.
  12. 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.
  13. 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 & Leo Liu & Kenny Phua, 2024. "Investor Search and Asset Prices," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 14(04), pages 1-33, December.
  2. Dean Buckner & Kevin Dowd & Hardy Hulley, 2024. "Arbitrage problems with reflected geometric Brownian motion," Finance and Stochastics, Springer, vol. 28(1), pages 1-26, January.
  3. Dean Buckner & Kevin Dowd & Hardy Hulley, 2024. "How suitable are equity release mortgages as investments for pension funds?," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 49(2), pages 259-269, April.
  4. Buckner, Dean & Dowd, Kevin & Hulley, Hardy, 2023. "A market consistent approach to the valuation of no-negative equity guarantees and equity release mortgages," Journal of Demographic Economics, Cambridge University Press, vol. 89(3), pages 349-372, September.
  5. Dean BUCKNER & Kevin DOWD & Hardy HULLEY, 2023. "A market consistent approach to the valuation of no-negative equity guarantees and equity release mortgages," JODE - Journal of Demographic Economics, Cambridge University Press, vol. 89(3), pages 349-372, September.
  6. Kristoffer Glover & Hardy Hulley, 2022. "Financially constrained index futures arbitrage," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(9), pages 1688-1703, September.
  7. Kristoffer Glover & Hardy Hulley, 2022. "Short Selling With Margin Risk And Recall Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 25(02), pages 1-33, March.
  8. Casavecchia, Lorenzo & Hulley, Hardy, 2018. "Are mutual fund investors paying for noise?," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 8-23.
  9. Hardy Hulley & Thomas A. McWalter, 2015. "Quadratic Hedging of Basis Risk," JRFM, MDPI, vol. 8(1), pages 1-20, February.
  10. 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, March.

Chapters

  1. Hardy Hulley & Martin Schweizer, 2010. "M6—On Minimal Market Models and Minimal Martingale Measures," Springer Books, in: Carl Chiarella & Alexander Novikov (ed.), Contemporary Quantitative Finance, pages 35-51, Springer.
  2. Hardy Hulley, 2010. "The Economic Plausibility of Strict Local Martingales in Financial Modelling," Springer Books, in: Carl Chiarella & Alexander Novikov (ed.), Contemporary Quantitative Finance, pages 53-75, Springer.

Books

  1. Hardy Hulley, 2009. "Strict Local Martingales in Continuous Financial Market Models," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2009, January-A.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (3) 2008-03-08 2008-07-20 2019-04-01
  2. NEP-RMG: Risk Management (2) 2008-03-08 2008-07-20

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