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View Model Detail:

Reference Number : 18
Model Name : Black-Derman-Toy Model (revised)
Classification # : 50405
Level : basic
Version Number : 1
Author : Hanyang Financial Engineering Lab
Author Affiliation: Hanyang University
Author Email Address: leesb@hanyang.ac.kr
Financial Model Class : interest rate model
Issuer/Modeler : N/A
File Type: arbitrage free model
Risk Sources: interest rate risks
Risk Distribution : lognormal distribution
Economic Assumption : partial equilibrium model
Description :


 

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