A simplified procedure to implement the Black-Derman-Toy model
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ShareCopied to clipboardA simplified procedure to implement the Black-Derman-Toy model is a book. It was written by Harry Zheng and published by University of Edinburgh, Centre for Financial Markets Research, Management School in 1999.
Key facts
- author: Harry Zheng
- publication date: 1999
- book publisher: University of Edinburgh, Centre for Financial Markets Research, Management School
- book series: Working paper
- book subjects: Linear models (Statistics), Approximation theory, Interest rates-Mathematical models
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"A simplified procedure to implement the Black-Derman-Toy model" is one of the books by Harry Zheng, books by University of Edinburgh, Centre for Financial Markets Research, Management School and 2,617,384 books in our database.
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