Harbourfront Technologies

Valuation of Callable Putable Bonds-Derivative Pricing in Python


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We are going to discuss valuation of a callable bond. We chose the Hull-White model to describe the interest rate dynamics. We then use a Python program to build a trinomial tree for the risk-free rates
http://tech.harbourfronts.com/derivatives/valuation-callable-puttable-bonds-derivative-pricing-python/
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Harbourfront TechnologiesBy Harbourfront Technologies