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Posted May 17, 2013 in Blog by Finance Training Course

BDT interest rate model – Limitations with EXCEL’s Solver Functionality and Workaround

A key element in the construction of the Black Derman Toy interest rate model is the setting up and running of EXCEL’s Solver function. The Solver functionality links various parts of the model together, the inputs- initial zero curve rates and their volatilities, the calculation cells – price lattices and short rate tree, and the […]

Related posts:

  1. Interest Rate Models: Steps for building Black, Derman and Toy (BDT) model in Excel: Define & Set Solver Function & Results
  2. Interest Rate Models: Building Black, Derman and Toy (BDT) in Excel: Define Output Cells
  3. Interest Rate Modelling: HJM (Heath Jarrow Merton) Model: How to construct an Interest Rate Model in Excel – Define calculation cells

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