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Alone Quote by John Hull

“We concluded that you cannot rely on delta hedging alone.…” quote by John Hull — Download Open 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 of thing people were only just beginning to realize.”

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More by John Hull

The HoLee model was the first term structure model. I remember reading their paper soon after it was published and as it was fairly…

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Alan White and I spent the next two or three years working together on this. We developed what is known a stochastic volatility model.…

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I didn't become interested in derivatives until 1982, 1983.

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I guess any simple idea that is really good will catch on quickly.

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Briefly speaking, our conclusion is that stochastic volatility does not make a huge difference as far as the pricing is concerned if you get…

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Our starting point then was trying to find a way to incorporate mean reversion into the HoLee model.

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We started giving presentations at practitioner conferences in 1986, and since then all of our derivatives research has been stimulated by contact with practitioners.

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Our research led on to other things, such as the fact that exchange rates are not lognormally distributed.

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There are challenges in terms of the measurement of VAR for what are known as nonlinear derivatives, where things like gamma and vega are…

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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,…

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Yes, our tree has an interesting shape. The center branches reflect the shape of the zero curve. When extreme parts of the tree are…

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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…

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Explore all 19 John Hull quotes

More Alone quotes

I can be taken away from myself quite easily, I kind of start betraying myself and compromising my integrity, to keep someone else happy.…

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Perhaps our own opposition to even the level of European integration we have now, let alone any more, is well known.

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If your goal is to look different, you'll see results faster with strength training than with cardio alone.

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With my songs, the question is always, 'Can you pull it off live, alone on just an acoustic guitar?' That's the litmus test. If…

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I should have liked to get married, but over many decades I have lived essentially alone. I go to sleep when I'm tired, get…

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I am not alone in that I've had times of unemployment - unemployment is huge amongst disabled people.

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I never knew a heart could feel so cold so empty so broken until now , I don't know what to say I don't…

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If you're disabled or different from what general society deems normal, it's fine. There will always be people who won't accept you, but there…

Millicent Simmonds

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Real love is a permanently self-enlarging experience....A Journey With My Girl

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“What I'm trying to say is that I spent the last four months learning to be alone, avoiding the world, hating pretty much anyone…

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I'm used to being alone in a quiet, isolated environment - I'm kind of a low-energy, low-vibration, low-stamina person to begin with - so…

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“When I look back at myself at age twenty, what I remember most is being alone and lonely. I had no girlfriend to warm…

Haruki Murakami

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