james,the email adress i gave you don't work anymore, can you send me your msg on the adresse:sayhmakrem@yahoo.frthanks a lot

hican i change ma user name please?regards

<t>Hello everybody,Can anyone of you explain me how to use Brownian Bridges in a MC simulation used for american barrier option pricing ? My aim is to generate a an estimate of the maximum on a period knowing the initial price, the final price and the volatility. I would like a documentation about g...

Hi! did you succed in implementing the TF model? wich numerical method did you use?

and what about using historical credit spread of the specific companay and deduce the defeult probabilities...?

hello evrybody;Can any one tell me how to find historical default probability of some company?( like france telecom,AHOLD,alcatel,vivendi,..)thanks a lot