wilmott.com

Hi,Was hoping someone could upload or shoot through to me via pm Hull and White's 1994a paper ("Numerical procedures for implementing term structure models I: Single-Factor Models,'' Journal of Derivatives, 2, 1 (Fall 1994a) 7- 16).Can't find it in the public domain.CheersMacca

do you still want that paper? vol II also?

Yeah that would great unkpath.My email address is macca9@bluebottle.comThanks in advance.Macca

unkpath - i'd like it too if possible. could you upload it into this thread, so that everyone can access it please? the pdf's will need to be zippedMany thanks.

here you go...

QuoteOriginally posted by: unkpathhere you go...Hi, I spent quite a lot of time mastering the short rate models to find out that HW 2 factor is almost impossible to implement in numerical form. The parameters are the invincible obstacles. The convergence is poor. Other than the plain vanilla there is no way I could extend it to exotics. Any body there who could educate me with some work?cheers

cosmo, look for my HW2F on file share, made it in VBA for simplicity / portability

QuoteOriginally posted by: macca9Hi,Was hoping someone could upload or shoot through to me via pm Hull and White's 1994a paper ("Numerical procedures for implementing term structure models I: Single-Factor Models,'' Journal of Derivatives, 2, 1 (Fall 1994a) 7- 16).Can't find it in the public domain.CheersMaccaSorry for bringing this up again. Are the papers still available somewhere? Need "... Single-Factor Models" badly.

Here you go:Both 1 and 2http://www.nuclearphynance.com/User%20Files/53 ... ES2.pdfThe original thread is here:http://www.nuclearphynance.com/Show%20P ... Cheers,Ram

rmeenaks,I owe you a Thanks

No problem, took less than 5 minutes of googling to find it :-)Cheers,Ram