Cox-Ingersoll-Ross. CIR model. Parameter calibration & simulation
5 mins read time CIR Model – Parameter Calibration and short rate simulation The […]
Addendum: How to conduct a Principal Component Analysis in EXCEL
2 mins read time Addendum: How to conduct a Principal Component Analysis in EXCEL […]
Building BDT model in EXCEL – How to utilize the results of a BDT interest rate model: Pricing Options
2 mins read time 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 time 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 time 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 time Earlier we had considered how to define the various elements […]