Our starting point then was trying to find a way to incorporate mean reversion into the HoLee model. Download Download Share on Facebook Share on Twitter Rotate quotes find holee incorporate
The HoLee model was the first term structure model. I remember reading their paper soon after it was published and as it was fairly different from many of the other papers that I had read, I had to read it quite a few times. I realized that it was a really important paper. John Hull fairlyholeeimportant share on social
I think VAR is a very healthy development within the industry. John Hull developmenthealthyindustry Change image and share on social
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 rate, but on other interest rates as well. John Hull challengedependinterest Change image and share on social
Incorporating genetics into a platform with the reach of ResearchKit will accelerate insights into illness and disease even further. Anne Wojcicki acceleratediseasegenetic Change image and share on social
It took me realizing that a broken heart has never actually killed anyone to find the courage to ask for what I want, in just about every situation. That was part of my own growing up. Ginnifer Goodwin breakcouragefind Change image and share on social
The HoLee model was the first term structure model. I remember reading their paper soon after it was published and as it was fairly different from many of the other papers that I had read, I had to read it quite a few times. I realized that it was a really important paper. John Hull fairlyholeeimportant share on social