Yield Curve Option-Pricing Models

Yield Curve Option-Pricing Models
Also known as arbitrage-free option-pricing models. Various volatility assumptions or suppositions can be added along a yield curve using these models. Black-Derman-Toy is an example for such a model.

Random Finance Terms for the Letter Y

Related posts:

  1. Yield Curve
  2. Yield Curve Strategies
  3. Yield to Call
  4. Yield to Maturity
  5. Yield to Worst

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