two-factor HW paper?

slevin · March 2nd, 2004, 3:34 pm

Does anyone have "Numerical procedures for implementing term structure models II: Two-Factor Models" paper by Hull and White in PDF format?

dS · March 5th, 2004, 8:33 am

Don't know about the pdf, but if it's of any help, the book "Hull-White on Derivatives" contains 20 papers including this one, and can probably be picked up fairly cheaply 2nd hand.If you're in London, I got mine from the Financial Bookshop for £20dS

AnnaBegins · March 8th, 2004, 2:48 pm

Ive got a hard copy.... which i got online from the british library in 2 hours... (for 20 GBP)

slevin · March 8th, 2004, 3:51 pm

QuoteOriginally posted by: dSDon't know about the pdf, but if it's of any help, the book "Hull-White on Derivatives" contains 20 papers including this one, and can probably be picked up fairly cheaply 2nd hand.If you're in London, I got mine from the Financial Bookshop for £20dSWell, it is not on Amazon and not on BN, i'll try Wilmott in a sec. I only need this paper, though - really do not feel like buying a whole book.SL

zatoichi · March 10th, 2004, 12:15 am

Check defaultrisk.com, although they list amazon as a seller...Ichi