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by hateeque
September 5th, 2006, 2:55 pm
Forum: Numerical Methods Forum
Topic: Anyone got a routine for SOR in VBA?
Replies: 5
Views: 95072

Anyone got a routine for SOR in VBA?

HiI wonder if anyone here has got any code written to solve linear system of equations using SOR (successive over-relaxation). It will be best if the code is solving an implicit finite difference grid.Thanks!
by hateeque
August 26th, 2006, 2:32 pm
Forum: Technical Forum
Topic: Tsiveriotis and Fernandes Valuing Convertibles
Replies: 4
Views: 94519

Tsiveriotis and Fernandes Valuing Convertibles

Yes, thats the one. Could you please send it across if you have it? My address is hasan.ateeque@gmail.comThanks a million!
by hateeque
August 25th, 2006, 2:28 pm
Forum: Technical Forum
Topic: Tsiveriotis and Fernandes Valuing Convertibles
Replies: 4
Views: 94519

Tsiveriotis and Fernandes Valuing Convertibles

Hi If anyone has this paper "Valuing Convertibles with Default Risk" from the above authors, could you please forward it on hasan.ateeque@gmail.comMuch appreciated!
by hateeque
February 26th, 2006, 5:21 pm
Forum: Technical Forum
Topic: MonteCarlo for Himalaya Options
Replies: 0
Views: 117023

MonteCarlo for Himalaya Options

Does anyone have a monte carlo routine to price himalaya options?
by hateeque
July 11th, 2005, 9:25 pm
Forum: General Forum
Topic: Forward Curve
Replies: 4
Views: 170639

Forward Curve

how does one back out a zero curve from swap rates?how best to program up a forward curve?
by hateeque
March 9th, 2005, 11:15 pm
Forum: Programming and Software Forum
Topic: help! credit default swap code
Replies: 1
Views: 189481

help! credit default swap code

cool idea...i would like the same too. please let me know if you are able to get anything
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