Timeline for How to price an European call on zero-coupon from the yield curve?
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
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| Nov 20, 2014 at 1:41 | comment | added | SRKX | @Paul arf. I understand now. I know it's somehow in there but maybe specifying this (i.e. that you know Black is a solution but you don't want it) in the question would have made it clearer. | |
| Nov 20, 2014 at 1:39 | comment | added | Paul | @That Thanks for your comment. I know that. My question is all about how to calculate it just raving the Yield Curve as input and nothing else. | |
| Nov 20, 2014 at 1:20 | history | answered | SRKX | CC BY-SA 3.0 |