Callable MBS – Risk Figures
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The BDT model is calibrated to the spot zero-curve and a callable MBS is priced on the tree. OAS, OAD and OAC are calculated.
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Callable MBS – Risk Figures
Academy – most popular topics
Below you will find videos or Excel applications Users download most frequently. The Academy section is updated regularly with new tutorial material, yet not only related to Ubanking, but to economics and finance more generally.
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It is shown how an estimated regression model can be used for forecasting purposes.
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Spørgsmålet er naturligvis en kende ledende, og dækker samtidig over at der er en anden gruppe, de professionelle, som kan…