Black–Derman–Toy model (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Black–Derman–Toy model" in English language version.

refsWebsite

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3web.archive.org

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1books.google.com

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1derivativepricing.com

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1emanuelderman.com

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books.google.com

Fixed Income Analysis, p. 410, at Google Books

derivativepricing.com

help.derivativepricing.com

"Black-Derman-Toy (BDT)". Archived from the original on 2016-05-24. Retrieved 2010-06-14.

dhis.org

janroman.dhis.org

"Impact of Different Interest Rate Models on Bond Value Measures, G, Buetow et al" (PDF). Archived from the original (PDF) on 2011-10-07. Retrieved 2011-07-21.

ederman.com

"My Life as a Quant: Reflections on Physics and Finance". Archived from the original on 2010-03-28. Retrieved 2010-04-26.

emanuelderman.com

"One on One Interview with Emanuel Derman (Financial Engineering News)". Retrieved 2021-06-09.

soa.org

"Society of Actuaries Professional Actuarial Specialty Guide Asset-Liability Management" (PDF). soa.org. Retrieved 19 March 2024.

uncc.edu

belkcollegeofbusiness.uncc.edu

Phelim Boyle, Ken Seng Tan and Weidong Tian (2001). Calibrating the Black–Derman-Toy model: some theoretical results, Applied Mathematical Finance 8, 27– 48 (2001)

web.archive.org

"Impact of Different Interest Rate Models on Bond Value Measures, G, Buetow et al" (PDF). Archived from the original (PDF) on 2011-10-07. Retrieved 2011-07-21.
"My Life as a Quant: Reflections on Physics and Finance". Archived from the original on 2010-03-28. Retrieved 2010-04-26.
"Black-Derman-Toy (BDT)". Archived from the original on 2016-05-24. Retrieved 2010-06-14.