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by marvysparvy
September 17th, 2008, 12:34 pm
Forum: Numerical Methods Forum
Topic: Dresdner Kleinwort - Gauss Hermite integration
Replies: 0
Views: 49096

Dresdner Kleinwort - Gauss Hermite integration

Hi All.I saw today in the press that Dresdner Kleinwort is pulbishing two modeling techniques: the large homogeneous pool and the large homogeneous pool using Gauss-Hermite integration.Does anyone have access to that, or know who I might contact?Thanks for your help.Kind regards,Steph
by marvysparvy
February 27th, 2008, 1:46 pm
Forum: Careers Forum
Topic: MBS and CMO
Replies: 9
Views: 60027

MBS and CMO

<t>Hi - to address your specific questions:1) The pools of mortgages are generally in the hundreds of millions of dollars, so no investor really sees a specific mortgage at time of issuance.2) However, as loans default during the course of a deal, some trustees publish loan level information in the ...