विधियों की तुलना करें

	SABR मॉडल	हूल-व्हाइट मॉडल
क्षेत्र	मात्रात्मक वित्त	मात्रात्मक वित्त
परिवार	Regression model	Regression model
उद्भव वर्ष	2002	1990
प्रवर्तक	Patrick S. Hagan	John C. Hull and Alan White
प्रकार	Interest Rate Model	Interest Rate Model
मौलिक स्रोत	Hagan, P. S., Kumar, D., Lesniewski, A. S., & Woodward, D. E. (2002). Managing smile risk. Wilmott Magazine, 1, 84-108.	Hull, J., & White, A. (1990). Pricing interest-rate-derivative securities. Review of Financial Studies, 3(4), 573-592.
उपनाम	Stochastic Volatility Model	Extended Vasicek, Generalized Vasicek
संबंधित	4	4
सारांश	The SABR (Stochastic Alpha-Beta-Rho) model is a stochastic volatility framework introduced by Hagan et al. in 2002 for valuing interest rate derivatives. It captures the smile effect in implied volatility through correlated Brownian motions and has become industry standard for swaption and caplet pricing.	The Hull-White model (1990) is a one-factor short-rate model with time-dependent mean reversion and volatility, designed to fit the initial yield curve exactly. It generalizes the Vasicek model to allow better calibration to observed bond and derivative prices, and is widely used for pricing interest rate exotics and managing interest rate risk.