John Hull

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

John Hull

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John Hull

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

My father was unemployed and I was the eldest of seven children. We were very poor. And when you ask how did we support ourselves, the only funding that we had was unemployment payments.

May 3, 2024

My father was unemployed and I was the eldest of seven children. We were very poor. And when you ask how did we support ourselves, the only funding that we had was unemployment payments.

May 3, 2024

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

John Hull

Other Quote

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

My father was unemployed and I was the eldest of seven children. We were very poor. And when you ask how did we support ourselves, the only funding that we had was unemployment payments.

My father was unemployed and I was the eldest of seven children. We were very poor. And when you ask how did we support ourselves, the only funding that we had was unemployment payments.

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

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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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