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.
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.
Is it, in Heav'n, a crime to love too well To bear too tender, or too firm a heart To act a lover's or a Roman's part Is there no bright reversion in the sky, For those who greatly think, or bravely die.
Faith, and so we should;
Where now remains a sweet reversion.
Our starting point then was trying to find a way to incorporate mean reversion into the HoLee model.
Like all revolutions, the surrealist revolution was a reversion, a restitution, an expression of vital and indispensable spiritual needs.
'Tis nothing less: conceit is still deriv'd
From some forefather grief; mine is not so,
For nothing hath begot my something grief,
Or something hath the nothing that I grieve;
'Tis in reversion that I do possess-
But what it is that is not yet known what,
I cannot name; 'tis nameless woe, I wot.
© 2020 Inspirational Stories
© 2020 Inspirational Stories