Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Derivation of Short Rates
3 mins read Earlier we had looked at how the Black-Derman-Toy (BDT) interest rate model may be constructed in EXCEL. In particular, we
3 mins read Earlier we had looked at how the Black-Derman-Toy (BDT) interest rate model may be constructed in EXCEL. In particular, we
2 mins read Earlier we had considered how to define the various elements (input, output and calculation cells) of the Black-Derman-Toy (BDT) interest
< 1 min read In this post, we continue with the definition of the calculation cells of the Black-Derman-Toy (BDT) model in EXCEL by
2 mins read Continuing with the definition of the calculation cells of the Black-Derman-Toy (BDT) model in EXCEL, we will see how prices
2 mins read In this post, we continue with the definition of the calculation cells of the Black-Derman-Toy (BDT) model in EXCEL. Three
< 1 min read Earlier we had defined the input and output cells for the Black-Derman-Toy (BDT) interest rate model. In this post, we