HULL–WHITE MODEL
A single-factor interest model used to price derivatives. The Hull-White model assumes that short rates have a normal distribution, and that the short rates are subject to mean reversion. Volatility is likely to be low when short rates are near zero, which is reflected in a larger mean reversion in the model. The Hull-White model extends the Vasicek and Cox-Ingersoll-Ross (CIR) models.
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ECONOMIC CALENDAR
| Time | Country | Indices | Period |
|---|---|---|---|
| 02:30 | PMI Manufacturing | Jul | |
| 03:45 | Markit Final Manufacturing PMI | Jul | |
| 08:00 | Retail Sales | Jun | |
| 08:30 | CPI | Jul | |
| 09:15 | PMI Manufacturing | Jul | |
| 09:30 | Procure PMI Index | Jul | |
| 09:45 | PMI Manufacturing | Jul | |
| 09:50 | PMI Manufacturing | Jul | |
| 09:55 | PMI Manufacturing | Jul |
