Home > Term: hozamgörbe
hozamgörbe
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.
- Jenis Kata: noun
- Industri / Domain: Layanan keuangan
- Kategori: Keuangan secara umum
- Company: Bloomberg
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Penulis
- Hajnalka Kazinczy Nagy
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(Miskolc, Hungary)