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jarrow turnbull model
Posted: March 7th, 2005, 4:29 pm
by battant
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
jarrow turnbull model
Posted: March 10th, 2005, 8:46 am
by baydar
Hi battant, i have the text.cheers,
jarrow turnbull model
Posted: March 10th, 2005, 1:43 pm
by Miesje
I also have it. PM me if you need help.
jarrow turnbull model
Posted: March 10th, 2005, 8:02 pm
by battant
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