BDT Interest Rate Model – Limitations and Solutions in EXCEL
3 mins read Solver Functionality and Workaround A key element in the construction of the Black Derman Toy interest rate model is the
3 mins read Solver Functionality and Workaround A key element in the construction of the Black Derman Toy interest rate model is the
7 mins read The ICAAP (Internal Capital Adequacy Assessment) Roadmap post reviews the core topics in a crash course format for Internal Capital Adequacy Assessment.
2 mins read In this post, we will consider how the Black-Derman-Toy (BDT) short rate binomial tree will be used to price options
2 mins read In this post, we will consider how the Black-Derman-Toy (BDT) short rate binomial tree will be used to price bonds.
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