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20-01-2012
SPV January 2012 - Pricing Curves for Mortgage Bonds
A new prepayment model (M7) is ...
13-01-2012
Quarterly Update of the DMBS Model
The 12Q1 re-estimated SPV model is available in ...
14-10-2011
SPV October 2011 - Estimation of fixing rate curves
In this release we deal with ...
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Låneberegninger i RIO
I RIO er der lavet en kategori af lånefunktioner, som gør det muligt at regne på forskellige typer lån ...
LIBOR Market Models
Price Danish floating rate mortgage bonds including capped floaters and callable CMS ratchet ...
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Fitting the CDO Correlation Skew: A Tractable Structural Jump-Diffusion Model
We extend a well-known structural ...
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing
We take an asset-pricing approach to model the ...
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