Implementation of the Black-Derman-Toy Interest Rate Model

Petter Bjerksund; Gunnar Stensland

doi:10.3905/jfi.1996.408176

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Implementation of the Black-Derman-Toy Interest Rate Model

Petter Bjerksund and Gunnar Stensland

The Journal of Fixed Income Fall 1996, 6 (2) 67-75; DOI: https://doi.org/10.3905/jfi.1996.408176

Petter Bjerksund

Professor of finance at the Norwegian School of Economics and Business Administration in Bergen, Norway.

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Gunnar Stensland

Professor of finance at the Norwegian School of Economics and Business Administration in Bergen, Norway.

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The Journal of Fixed Income

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Fall 1996

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Implementation of the Black-Derman-Toy Interest Rate Model

Petter Bjerksund, Gunnar Stensland

The Journal of Fixed Income Sep 1996, 6 (2) 67-75; DOI: 10.3905/jfi.1996.408176

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Implementation of the Black-Derman-Toy Interest Rate Model

Petter Bjerksund, Gunnar Stensland

The Journal of Fixed Income Sep 1996, 6 (2) 67-75; DOI: 10.3905/jfi.1996.408176

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