about the MBS pricing, I need help

leobu · March 24th, 2008, 5:51 am

Hi, everybody:Recently, I am learning the MBS pricing. I want to know the detail method of how to select the interest rate medel, how to select the prepayment model, and how to do the monte carlo simulation or lattice,etc.Could someboby recommand a book foy me?Your help will be highly appreciated.Bu

quantmeh · March 24th, 2008, 11:38 am

Fabozzi's MBS book andSalomon's MBS handbook