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

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The problem with interest rates are that you are not modeling a single number, you...

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In the interest rate area, traders have for a long time used a version of...

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We started giving presentations at practitioner conferences in 1986, and since then all of our...

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Our tree is actually a tree of the short-term interest rate. The average direction in...

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

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I think VAR is a very healthy development within the industry.

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