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How inplement monte carlo simulation in bdt model ? (interest rate)

I want to implement monte carlo method in Black–Derman–Toy model to preview short interest rates. $$d\ln r_t=(\theta_t+\frac{\sigma'_t}{\sigma_t}\ln r_t)dt+\sigma_tdW_t$$ Someone can explain what ...
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BDT model calibration using swaptions

I am using the Black-Derman-Toy model in a binomial tree that lasts 5 years with time increments of 1/12 . I have to calibrate my model using swaptions but I don't know which maturity I should use. I ...