Interest Rate Modelling Posts Index
1 min read
Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Pricing Options
2 mins read
In this post, we will consider how the Black-Derman-Toy (BDT) […]
Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Pricing Bonds
2 mins read
In this post, we will consider how the Black-Derman-Toy (BDT) […]
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 […]
Building BDT model in EXCEL – Define & Set Solver Function & Results
2 mins read
Earlier we had considered how to define the various elements […]
Building BDT model in EXCEL – Define Calculation Cells: Calculate Yields & Yield volatility from Lattice
1 min read
In this post, we continue with the definition of the […]