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

Harry8L
  • 0

    Terms

  • 0

    Blossaries

  • 1

    Followers

Industry/Domain: History Category: World history

Tribute

Etymology: Middle English tribut, from Latin tributum, from neuter of tributus, past participle of tribuere to allot, bestow, grant, pay, from tribus ...

Featured blossaries

The Trump Family

Category: Entertainment   1 6 Terms

Individual Retirement Account (IRA)

Category: Education   1 5 Terms