John Hull

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

John Hull

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John Hull

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I was obsessed with romance. When I was in high school, I saw ‘Doctor Zhivago’ every day from the day it opened until the day it left the theater.

When interest rates are high you want the average direction in which interest rates are moving to be downward; when interest rates are low you want the average direction to be upward.

May 3, 2024

When interest rates are high you want the average direction in which interest rates are moving to be downward; when interest rates are low you want the average direction to be upward.

May 3, 2024

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

John Hull

Other Quote

I was obsessed with romance. When I was in high school, I saw ‘Doctor Zhivago’ every day from the day it opened until the day it left the theater.

When interest rates are high you want the average direction in which interest rates are moving to be downward; when interest rates are low you want the average direction to be upward.

When interest rates are high you want the average direction in which interest rates are moving to be downward; when interest rates are low you want the average direction to be upward.

I was obsessed with romance. When I was in high school, I saw ‘Doctor Zhivago’ every day from the day it opened until the day it left the theater.

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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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