CIR Model Parameter Estimation
2 mins read In this post, we explore CIR Model parameter estimation. In other words, we consider how to calibrate the Cox Ingersoll
2 mins read In this post, we explore CIR Model parameter estimation. In other words, we consider how to calibrate the Cox Ingersoll
2 mins read We review the one-factor equilibrium Cox Ingersoll Ross (CIR) model and its primary features. The short-term interest rate is one of the
2 mins read In the second stage of the construction of the Black-Derman-Toy (BDT) one factor interest rate model in EXCEL we will
2 mins read This is the first of seven posts where we will be considering the step- by- step process of building the
2 mins read The Black Derman Toy model Excel implementation guide. A one factor interest rate model and some simplifying assumptions made in its