CIR Model – Appropriate Time Step
2 mins read time What is the appropriate time step to use in estimating […]
BDT Interest Rate Model – Limitations and Solutions in EXCEL
3 mins read time Solver Functionality and Workaround A key element in the construction […]
Using US Treasuries to calibrate the Black Derman Toy (BDT) Model
5 mins read time The Black Derman Toy (BDT) model is a one-factor, no-arbitrage […]
Bootstrap Forward Curve – Exam Solution
4 mins read time Here is an abbreviated partial solved solution to the practice […]
CIR Interest Rate Model
5 mins read time The Cox-Ingersoll-Ross, CIR, interest rate model is a one-factor, equilibrium […]
Addendum: How to conduct a Principal Component Analysis in EXCEL
2 mins read time Addendum: How to conduct a Principal Component Analysis in EXCEL […]