Categories

• Heath-Jarrow-Morton Tree Setup
  Propagate Heath-Jarrow-Morton interest-rate tree
  
• Heath-Jarrow-Morton Tree Analysis
  Price and analyze Heath-Jarrow-Morton interest-rate instrument
  
• Black-Derman-Toy Tree Setup
  Propagate Black-Derman-Toy interest-rate tree
  
• Black-Derman-Toy Tree Analysis
  Price and analyze Black-Derman-Toy interest-rate instrument
  
• Hull-White Tree Setup
  Propagate Hull-White interest-rate tree
  
• Hull-White Tree Analysis
  Price and analyze Hull-White interest-rate instrument
  
• Black-Karasinski Tree Setup
  Propagate Black-Karasinski interest-rate tree
  
• Black-Karasinski Tree Analysis
  Price and analyze Black-Karasinski interest-rate instrument
  
• Cox-Ingersoll-Ross Tree Setup
  Propagate Cox-Ingersoll-Ross interest-rate tree
  
• Cox-Ingersoll-Ross Tree Analysis
  Price and analyze Cox-Ingersoll-Ross interest-rate instrument
  
• Tree Manipulation for Interest-Rate Instruments
  Graphical representation of interest-rate trees