Black-Derman-Toy Model (1990)
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The BDT model is calibrated to the spot zero-curve with constant spot volatiliy stucture.
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Black-Derman-Toy Model (1990)
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Below you will find videos or Excel applications Users download most frequently. The Academy section is updated regularly with new tutorial material, yet not only related to Ubanking, but to economics and finance more generally.
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