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Glossary > Y > "Yield curve option-pricing models" Definition

Yield curve option-pricing models

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.

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Yield curve option-pricing models - 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.

Yield curve option-pricing models : 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.