Find Quote by John Hull Download Open image “Our starting point then was trying to find a way to incorporate mean reversion into the HoLee model.” — John Hull ★ ★ ★ ★ ★ 4.5 out of 5 (9 ratings) Copy quoteShare Find Incorporate Mean Model Our Point Starting Starting point Then Trying Way
The HoLee model was the first term structure model. I remember reading their paper soon after it was published and as it was fairly… — John Hull Copy Share Image
A hole in one is amazing when you think of the different universes this white mass of molecules has to pass through on its… — Mac O'Grady Copy Share Image
It's kind of an intuitive process. I wish that it were more systematic, but it just isn't. — David Milch Copy Share Image
The idea of tiny changes cumulated over many steps is an immensely powerful idea, capable of explaining an enormous range of things that would… — Richard Dawkins Copy Share Image
Progression is going forwards. Going backwards is regression. Going sideways is just gression. — Noel Gallagher Copy Share Image
I should point out, however, that at first some difficulty was experienced in observing the phenomena predicted by the theory, owing to the extreme… — Pieter Zeeman Copy Share Image
In inventing a model we may assume what we wish, but should avoid impossibilities. — Aristotle Copy Share Image
It may happen that small differences in the initial conditions produce very great ones in the final phenomena. — Henri Poincare Copy Share Image
“the logic of the inverted-U curve is that the same strategies that work really well at first stop working past a certain point,” — Malcolm Gladwell Copy Share Image
The HoLee model was the first term structure model. I remember reading their paper soon after it was published and as it was fairly… — John Hull Copy Share Image
Alan White and I spent the next two or three years working together on this. We developed what is known a stochastic volatility model.… — John Hull Copy Share Image
Briefly speaking, our conclusion is that stochastic volatility does not make a huge difference as far as the pricing is concerned if you get… — John Hull Copy Share Image
We concluded that you cannot rely on delta hedging alone. It sounds simplistic to say that now, but back then, this was the sort… — John Hull Copy Share Image
We started giving presentations at practitioner conferences in 1986, and since then all of our derivatives research has been stimulated by contact with practitioners. — John Hull Copy Share Image
Our research led on to other things, such as the fact that exchange rates are not lognormally distributed. — John Hull Copy Share Image
There are challenges in terms of the measurement of VAR for what are known as nonlinear derivatives, where things like gamma and vega are… — John Hull Copy Share Image
If each of your time steps is one week long, you are not modeling the stock price terribly well over a one-week time period,… — John Hull Copy Share Image
Yes, our tree has an interesting shape. The center branches reflect the shape of the zero curve. When extreme parts of the tree are… — John Hull Copy Share Image
The real challenge was to model all the interest rates simultaneously, so you could value something that depended not only on the three-month interest… — John Hull Copy Share Image
It's those moments, those odd moments that you look for and sometimes by creating this kind of loose atmosphere you find those little moments… — Barry Levinson Copy Share Image
I ask for tips, for advice. What I have also learnt is that I need to do things that are good for me. In… — Matthijs de Ligt Copy Share Image
Consumers can choose organic cotton grown without pesticides, but it uses more water and requires more land than conventional crops. Organic cotton can also… — Tatiana Schlossberg Copy Share Image
You will find that the more successful the individual, the less inclined he is to make excuses. — David Joseph Schwartz Copy Share Image
There is a comfort in rituals, and rituals provide a framework for stability when you are trying to find answers. — Deborah Norville Copy Share Image
They will find somebody younger, somebody funnier, somebody more engaged. As long as the court genre is viable, people are going to be looking… — Judy Sheindlin Copy Share Image
I think I need the demons in order to write, but the demons have gone. It bothers me a lot. I've tried and tried,… — Brian Wilson Copy Share Image
I'm very fond of classical music, especially Mozart. I find it relaxes me and helps me concentrate. — Guler Sabanci Copy Share Image
Failure to find a way to incorporate political Islam in democracy, however uncomfortable its ideology is for secular liberals, will mean we have given… — Crispin Blunt Copy Share Image
Reading counts as partying, even if you're not enjoying it! Even if someone's forcing you to read, you can find a way to make… — Andrew W.K Copy Share Image
George Roy Hill, Redford, and I have been looking for a script to do together for 13 years. We haven't been able to find… — Paul Newman Copy Share Image
People from all walks of life that you might find as a King Diamond fan - you don't look a certain way; you don't… — King Diamond Copy Share Image