Same Model Quotes by John Hull

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John Hull has 19 quotes on this site. A few more worth reading:

• Alan White and I spent the next two or three years working together on this. We developed what is known a stochastic…
• Briefly speaking, our conclusion is that stochastic volatility does not make a huge difference as far as the pricing is concerned if…
• I guess any simple idea that is really good will catch on quickly.
• I think VAR is a very healthy development within the industry.
• If each of your time steps is one week long, you are not modeling the stock price terribly well over a one-week…
• One important measurement issue concerns the fat tails problem that I mentioned earlier. VAR is concerned with extreme outcomes. If the tails…
• Our research led on to other things, such as the fact that exchange rates are not lognormally distributed.
• Our starting point then was trying to find a way to incorporate mean reversion into the HoLee model.

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