Definition for Yield curve option-pricing models
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Revision as of 12:40, 16 June 2017 by Bio man (Talk | contribs) (Created page with "Models that can incorporate different volatility assumptions along the yield curve, such as the Black-Derman-Toy model. Also called arbitrage-free option-pricing models. [[Cat...")
Models that can incorporate different volatility assumptions along the yield curve, such as the Black-Derman-Toy model. Also called arbitrage-free option-pricing models.