Home > Terms > English, UK (UE) > yield curve

yield curve

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.

0
Collect to Blossary

Member comments

You have to log in to post to discussions.

Terms in the News

Featured Terms

Katrin Talan
  • 0

    Terms

  • 0

    Blossaries

  • 0

    Followers

Industry/Domain: Home furnishings Category: Living room furniture

Barrel chair

Chairs with half circle back usually upholstered in vertical ribs which were originally made from half wine barrels.