Showing 1 - 3 results of 3 for search '"Black Derman & Toy"', query time: 1.82s Refine Results
  1. 1
    Invariant approaches for the analytic solution of the stochastic Black-Derman toy model
    by Izgi Burhaneddin, Bakkaloglu Ahmet
    Published 2018-01-01
    Subjects: “...Black-Derman Toy model...”
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    Article
  2. 2
    Interest rate derivatives: Pricing of Euro-Bund options : An empirical study of the Black Derman & Toy model (1990)
    Subjects: “...Black Derman & Toy...”
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  3. 3
    Apreçamento de opção implícita de resgate de um CDB flutuante atrelado ao CDI após o período de carência
    by Lopes, Mario Silva
    Published 2011
    Subjects: “...Black Derman Toy...”
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