“Our research led on to other things, such as the fact that exchange rates are not lognormally distributed.Quote by John HullTopics: Quotes about John HullShare on:FacebookPinterestWhatsApp
One important measurement issue concerns the fat tails problem that I mentioned earlier. VAR is...#John Hull
We started giving presentations at practitioner conferences in 1986, and since then all of our...#John Hull
Briefly speaking, our conclusion is that stochastic volatility does not make a huge difference as...#John Hull
