The Black-Karasinski model is a framework used in finance to describe the behavior of interest rates over time. I explained how to build trinomial tree� for Black Karasinski model and implemented the model in Python. https://youtu.be/obHb1pKlvNQ
forked from AIMLModeling/BlackKarasinskiTree
-
Notifications
You must be signed in to change notification settings - Fork 0
hs2017ca/BlackKarasinskiTree
Folders and files
Name | Name | Last commit message | Last commit date | |
---|---|---|---|---|
Repository files navigation
About
No description, website, or topics provided.
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published
Languages
- Python 100.0%