Excel Binomial Interest Rate Calibration Model
收藏Mendeley Data2018-01-03 更新2026-04-09 收录
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资源简介:
The Excel program generates a binomial interest rate tree based on the Black-Derman-Toy Calibration Model. The user inputs up and down parameters, the probability of an increase in one period, and spot yield curve.
创建时间:
2018-01-03



