Skip to content

Latest commit

 

History

History
3 lines (3 loc) · 247 Bytes

README.md

File metadata and controls

3 lines (3 loc) · 247 Bytes

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