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In the same boat right here man ... Currently trying to figure this out: http://www.mngt.waikato.ac.nz/kurt/frontpage/modelmainpages/interestratemodels.htm#Interest Rate Trinomial Tree - Hull & White MethodTake a look, might be helpful.
In the same boat right here man ... Currently trying to figure this out: http://www.mngt.waikato.ac.nz/kurt/frontpage/modelmainpages/interestratemodels.htm#Interest Rate Trinomial Tree - Hull & White Method
Take a look, might be helpful.
