Yes, our tree has an interesting shape. The center branches reflect the shape of the zero curve. When extreme parts of the tree are reached the branching pattern changes to accommodate the mean reversion.
John Hull Quotes
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.
Topics in Uncategorized
Cite page:
Similar Quotes
Cricket is the greatest game that the wit of man has yet devised.
- Sir Pelham WarnerAdvertising is selling Twinkies to adults.
- Donald R. VanceThe struggle of the male to learn to listen to and respect his own intuitive, inner prompt...
- Herb GoldbergEach generation of the church in each setting has the responsibility of communicating the ...
- Francis SchaefferEach had defended his own country; the Germans Germany, the Frenchmen France; they had don...
- Ernst TollerComments on: "John Hull Quotes: The HoLee model was the first term structure model. I remember reading their..."
John Hull (18)
Related Authors
Advertisement
Today's Anniversary - 24th December
Births
- 1922 - Ava Gardner
- 1958 - Alex Lowe
- 1881 - Margaret Sackville
- 1848 - Walter Brandon Thomas
- 1935 - Shusha Guppy
Deaths
- 2004 - Johnny Oates
- 1863 - William Makepeace Thackeray
- 1881 - Leonard Bacon
- 1959 - William Cameron Forbes
- 1982 - Louis Aragon
Quote of the day
Popular Topics
Motivational Quotes
Birthday Quotes
Enemy Quotes
Experience Quotes
Father Quotes
Future Quotes
Health Quotes
Laughter Quotes
Missing You Quotes
Mistake Quotes
Money Quotes
Racism Quotes
Sad Quotes
Soul Quotes
Victory Quotes
Wedding Quotes
Funny Quotes
Ambition Quotes
Commitment Quotes
Economy Quotes
Wisdom Quotes
Movies Quotes
Intelligence Quotes
Sacrifice Quotes
History Quotes
Compromise Quotes
Dissent Quotes
Luck Quotes
Progress Quotes
Teamwork Quotes
About Quoteswave
Quoteswave have collection of famous quotes and sayings by popular authors. We have biggest database of famous proverbs and quotes with images. We have categorized all quotes with different topics and tags like love quotes, inspirational, motivational, life, friendship, success, smile, achievement and belief quotes. Everyone love good meaningful quotes so share famous picture quotes with your friends and loved one.
Our mission is to motivate, boost self confiedence and inspire people to Love life, live life and surf life with words.
Our mission is to motivate, boost self confiedence and inspire people to Love life, live life and surf life with words.
X
Share with your friends