Does somebody heard anything about BondNet?

I chanhed LOBOUND to 0 instead of S_min, now it works.thanks.

sorry for beeing stupid, it looks like i am missing something.y=ln(S)I do max(exp(y)-K,0)exp(y)=S.why do I need convert K to log?

thank you very much for your comments.this is payoff at expiration for european call option: Max(S-K,0), where S -stock price at expiration and K - strike. What can be wrong here?

I am actually looking for professional platform, something like AUTOBAHN.

<t>This is VBA code for European call option using explicite scheme. y_max = Log(S_max) y_min = Log(S_min) dy = (y_max - y_min) / (NN + 1) 'division by NN gives NN interior points dt = T / MM Dim stability_condition stability_condition = 1 - (sigma ^ 2) * dt / (dy ^ 2) Range("stability_condition").V...

<t>I calculated prices of European Call options using CN scheme and I was surprised that at some point call prices increase when stock prices decrease (starting with stock price 0.0199)Is where any explanation for it or it's just a bug in my programm?I observed the same pattern using explicite metho...

<t>Thanks for your reply.In explicit scheme, in order to calculate U(i+1,k) U(i+1, k+1) U(i, k+1) U(i-1, k+1)My first problem is how to find U(i+1,k) because I need to put some upbounds. But I cannot just do: cv_price = conv_ratio* St(i) v(i) = max(cv_price, v(i))Sorry for stupid questions.=========...

<t>Hi guys,I have a problem with defining Lobound and Upbound when pricing Convertible bonds using Tsiveriotis & Fernandes (explicit scheme or CN):It’s how I did:CB_LOBOUND = Min ( Stock price min * conversion rate, put price) COCB_LOBOUND = 0CB_UPBOUND = Max ( Stock price min * conversion rate,...

I studied in ISMA (FEQA). Now i am working as a interest rate trader/quant in Switzerland for Interactive Brokers.

<t>hi guys,sorry for asking stupid questions, but can somebody explaine tridiag or advise some articles where it is explained:| b1 c1 0 .................| |u1| |r1| | a2 b2 c2 ...............| |u2|= |r2||..............................| | | | ||..................0 aN bN| |uN| |rN]solution:u1=r1/(bet=...

thanks a lot guys, I've found this book.

Can somebody advise me a numerical method for solution tri-diagonal system of equations? I am trying to implement implicit method for european call option.thanks.

Or check names of your Sheets, may be you use the same name twice.