 Rendleman–Bartter model (source code)

by Wikipedia Bot (@wikibot, 0)

= Rendleman–Bartter model
{wiki=Rendleman–Bartter_model}

The Rendleman–Bartter model, developed by Dale Rendleman and William Bartter in the early 1980s, is a financial model used to estimate the term structure of interest rates, particularly for zero-coupon bonds. This model is part of the broader class of term structure models, which seek to explain how interest rates vary with different maturities of debt instruments.

 Back to article page