Black–Derman–Toy model

Results: 6



#Item
1Science / Quantitative analyst / Valuation / Emanuel Derman

How To Tell If You Might Be A Quant∗ Andrew W. Lo Latest Revision: September 29, If your idea of a “cute model” is the Black-Derman-Toy short-rate model, and your idea of a “supermodel” is Duffie and Si

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Source URL: web.mit.edu

Language: English - Date: 2007-10-02 21:10:47
2Economics / Options / Insurance / Actuarial science / Black–Scholes / Binomial options pricing model / Actuary / Black–Derman–Toy model / Log-normal distribution / Financial economics / Finance / Mathematical finance

COURSE NAME: Mathematics[removed]Actuarial Models I PREREQUISITES: MATH 570, MATH 572. The class is offered on both undergraduate[removed]and graduate level[removed]This course covers the material for the Society of Actu

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Source URL: www.math.louisville.edu

Language: English - Date: 2014-09-12 14:15:58
3Finance / Economics / Black–Derman–Toy model / Volatility / Yield curve / Interest rate cap and floor / Heath–Jarrow–Morton framework / BDT / Vasicek model / Mathematical finance / Fixed income analysis / Financial economics

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Source URL: belkcollegeofbusiness.uncc.edu

Language: English - Date: 2009-09-25 09:44:59
4Finance / Black–Karasinski model / Binomial options pricing model / Black–Derman–Toy model / Discounting / Interest / Black–Scholes / Yield curve / Hull–White model / Mathematical finance / Financial economics / Economics

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Source URL: pluto.mscc.huji.ac.il

Language: English - Date: 1999-03-11 01:48:42
5Options / Economics / Bonds / Fixed income analysis / Interest rates / Bond option / Black–Derman–Toy model / Short-rate model / Volatility / Mathematical finance / Financial economics / Finance

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Source URL: janroman.dhis.org

Language: English - Date: 2005-11-13 11:14:00
6Fixed income analysis / Economics / Options / Interest rates / Bonds / Black–Derman–Toy model / Heath–Jarrow–Morton framework / Short-rate model / Yield curve / Mathematical finance / Financial economics / Finance

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Source URL: www.lcy.net

Language: English - Date: 2006-08-22 07:34:34
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