“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.Quote by John HullTopics: Quotes about John HullShare on:FacebookPinterestWhatsApp
The real challenge was to model all the interest rates simultaneously, so you could value...#John Hull
We started giving presentations at practitioner conferences in 1986, and since then all of our...#John Hull
