IAI Nov07 Q10

Discussion in 'SP6' started by Oxymoron, Mar 17, 2013.

  1. Oxymoron

    Oxymoron Ton up Member

    Oxymoron, Mar 17, 2013
    #1
  2. Edwin

    Edwin Member

    Early this morning during my habitual 'Wiki-ng on impulse', Wikipedia suggested that if p is set to 50% in the BDT model this will enable us to calibrate the model parameters 'lattice style' to the Yield Curve and Volatility Structure.
     
    Last edited by a moderator: Mar 17, 2013
    Edwin, Mar 17, 2013
    #2
  3. Oxymoron

    Oxymoron Ton up Member

    Holy heck! Thanks a ton.
     
    Oxymoron, Mar 17, 2013
    #3

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