{"author_url":"https://blog.hatena.ne.jp/det/","author_name":"det","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fdet.hatenadiary.org%2Fentry%2F20080607%2Fp1\" title=\" BDT\u8ad6\u6587 - \u3064\u308c\u3065\u308c\u306a\u5b66\u7fd2\u5e33\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","published":"2008-06-07 00:00:00","blog_title":"\u3064\u308c\u3065\u308c\u306a\u5b66\u7fd2\u5e33","provider_name":"Hatena Blog","title":" BDT\u8ad6\u6587","width":"100%","description":"\"A One-Factor Model of Interest Rates and its Application to Treasury Bond Options. (By F.Black, E.Derman, W.Toy)\" *1 Black-Derman-Toy \u306e\u539f\u8ad6\u6587\u3092\u8aad\u3093\u3067\u307f\u3088\u3046\u304b\u3068\u601d\u3044\u307e\u3059\u3002 \u5185\u5bb9\u3082\u3055\u308b\u3053\u3068\u306a\u304c\u3089\u3001\u77ed\u3044\u6587\u7ae0\u3067\u3001\u65b9\u7a0b\u5f0f\u3092\u4f7f\u308f\u305a\u306b\u3001\u305d\u308c\u3067\u3082\u660e\u6670\u306b\u30d5\u30a1\u30a4\u30ca\u30f3\u30b9\u30e2\u30c7\u30eb\u3092\u8aac\u660e\u3059\u308b\u3001\u3068\u3044\u3046Fisher Black\u306e\u6587\u7ae0\u30b9\u30bf\u30a4\u30eb\u3092\u52c9\u5f37\u3057\u305f\u3044\u3068\u3044\u3046\u306e\u3082\u3042\u3063\u3066\u3002 *1:From Dr.Derman's page","provider_url":"https://hatena.blog","height":"190","url":"https://det.hatenadiary.org/entry/20080607/p1","blog_url":"https://det.hatenadiary.org/","type":"rich","categories":["Fin"],"version":"1.0","image_url":null}