A simplified procedure to implement the Black-Derman-Toy model :: Harry Zheng :: ISBN 1902850246 :: University of Edinburgh, Centre for Financial Markets Research, Management School 1999 :: OBNB, the Open British National Bibliography

Publication Data

Title A simplified procedure to implement the Black-Derman-Toy model
Author Harry Zheng
Contributor
Publisher University of Edinburgh, Centre for Financial Markets Research, Management School
Publication date 1999
Publication location Edinburgh
Language English

Topics

Interest rates :: Mathematical models
Linear models (Statistics)
Approximation theory

Catalogue Data

OBNB ID GBA032658
ISBN 10 1902850246
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 17p.
P1042 Includes bibliographical references.

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A simplified procedure to implement the Black-Derman-Toy model by Harry Zheng. ISBN 1902850246. Published by University of Edinburgh, Centre for Financial Markets Research, Management School in 1999. Publication and catalogue information, links to buy online and reader comments.