Hi amkey...can I have the doc on the curves...txs

<t>Hi guys,I have a question on the trinomial tree of Hull and White. If we look at the H-W articles of the 90 94 and 96 or the book, they propose 3 branching alternative to avoid negative probabilities. We have to find the Jmax and Jmin and change the branching at these Nodes. I'm also looking at t...

<t>Hi guys,I have a question on the trinomial tree of Hull and White. If we look at the H-W articles of the 90 94 and 96 or the book, they propose 3 branching alternative to avoid negative probabilities. We have to find the Jmax and Jmin and change the branching at these Nodes. I'm also looking at t...

<t>IM also lookink at the HW model to price calable bond. Since your post did you find anything interesting? I'm not sure yet if I will use a 1,2 or 3 factor HW model. Are the tree stable...Did you calibrate your parameters with swaptions ?If anyone else has info or papers on the calibration of the ...

Your opinion please.....anyone home ????:-)

Thanks ! But since i'm the issuer of this bond is it worth the investment to use a 3 factor model : Would this approach give me more info at certain points on the term structure...or any other advantage....Thanks everyone !!!

Even if you d'ont have any litterature just give me your opinion on the methodologyThanks!

<r>Hi,I would like to have your opinion on the pricing of a foreign bond...Exemple: Company ABC (canadian) issues a bond ( callable or/and puttable ) in US dollars. For the canadian company perspective she would price the bond on the USD curve of the company ( 1 factor model) , then find the price a...