# Yield curve option-pricing models

Yield curve option-pricing models
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. The New York Times Financial Glossary

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• yield curve option-pricing models — 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. Bloomberg Financial Dictionary …   Financial and business terms

• Arbitrage-free option-pricing models — Yield curve option pricing models. The New York Times Financial Glossary …   Financial and business terms

• arbitrage-free option-pricing models — yield curve option pricing models. Bloomberg Financial Dictionary …   Financial and business terms

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• Модели ценообразования опционов на базе кривой доходности — модели, включающие различные допущения колебаний кривой доходности, в том числе модель Блэка Дермана Тоя. По английски: Yield curve option pricing models Синонимы: Модели безарбитражного опционного ценообразования Синонимы английские: Arbitrage… …   Финансовый словарь

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• Fixed-income attribution — refers to the process of measuring returns generated by various sources of risk in a fixed income portfolio, particularly when multiple sources of return are active at the same time. For example, the risks affecting the return of a bond portfolio …   Wikipedia

• Economic Affairs — ▪ 2006 Introduction In 2005 rising U.S. deficits, tight monetary policies, and higher oil prices triggered by hurricane damage in the Gulf of Mexico were moderating influences on the world economy and on U.S. stock markets, but some other… …   Universalium