- Nov 07, 2020
Top 10 John Hull Quotes
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- Last Updated on May 30, 2021
- Big Difference
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- Nov 07, 2020
Briefly speaking, our conclusion is that stochastic volatility does not make a huge difference as far as the pricing is concerned if you get the average volatility right. It makes a big difference as far as hedging is concerned.
- Modeling
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- Nov 07, 2020
If each of your time steps is one week long, you are not modeling the stock price terribly well over a one-week time period, because you are saying that there are only two possible outcomes.
- Bond
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- Nov 07, 2020
In the interest rate area, traders have for a long time used a version of what is known as Black's model for European bond options; another version of the same model for caps and floors; and yet another version of the same model for European swap options.
- Important
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- Nov 07, 2020