jarrow turnbull model

battant · March 7th, 2005, 4:29 pm

I try to implement this model on VBA language.But I haven't the full text : Pricing Derivatives on Financial Securities Subject to Credit Risk", Journal of Finance, Vol. L, No. 1, Cornell University, and Queen's University (Canada) (Mar-1995), pp. 53-85.Can I have some help, ie a spreadsheet vba or the textThanks in advance

baydar · March 10th, 2005, 8:46 am

Hi battant, i have the text.cheers,

Miesje · March 10th, 2005, 1:43 pm

I also have it. PM me if you need help.

battant · March 10th, 2005, 8:02 pm

Thank you for your help's proposition.If it's possible, can you send me the text on this adresses : battant1@tiscali.frI'll be very gratefull