Interest rate derivatives: Pricing of Euro-Bund options : An empirical study of the Black Derman & Toy model (1990)
The market for interest rate derivatives has in recent decades grown considerably and the need for proper valuation models has increased. Interest rate derivatives are instruments that in some way are contingent on interest rates such as bonds and swaps and most financial transactions are in some wa...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
Örebro universitet, Handelshögskolan vid Örebro Universitet
2012
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-24472 |