Simulation in Excel

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

< 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