Rendleman–Bartter model
ID: 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.
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