Topical Terminology  

       

Topical Terminology > Yield Curve Option-pricing Models



1 Definition

Yield Curve Option-pricing Models

For Yield Curve Option-pricing Models we have a term and definition in Finance.



Yield Curve Option-pricing Models (Finance)

Models that can incorporate different volatility assumptions along the yield curve, such as the Black-Derman-Toy model. Also called arbitrage-free option-pricing models.


See more Finance Terms ...



Similar

Browse words that start with:




Browse All Terms by First Letter

Term Search



Powered by Odin Assemble 2.5a