Quotes about John Hull

The real challenge was to model all the interest rates simultaneously, so you could value...

#John Hull

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

#John Hull

The HoLee model was the first term structure model. I remember reading their paper soon...

#John Hull

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

#John Hull

Our starting point then was trying to find a way to incorporate mean reversion into...

#John Hull

Our research led on to other things, such as the fact that exchange rates are...

#John Hull

One important measurement issue concerns the fat tails problem that I mentioned earlier. VAR is...

#John Hull

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

#John Hull

If each of your time steps is one week long, you are not modeling the...

#John Hull

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

#John Hull

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

#John Hull

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

#John Hull