Skip to content
Search…
  • Quick links
    • Unanswered topics
    • Active topics
    • Search

wilmott.com

Serving the Quantitative Finance Community

Search…
  • Home
  • Magazine
  • News
  • Inner Circle
  • Free Articles
  • CQF/i
  • Blogs
  • Forums
  • Jobs Board
  • Home
  • Magazine
  • News
  • Inner Circle
  • Free Articles
  • CQF/i
  • Blogs
  • Forums
  • Jobs Board
  1. Forum Index Principal Discussion Forums Economics Forum
  2. Search
  • Quick links
    • Unanswered topics
    • Active topics
    • Search
  • Register
  • Login
    • Principal Discussion Forums
    • General Forum
    • Technical Forum
    • Trading Forum
    • Numerical Methods Forum
    • Programming and Software Forum
    • Economics Forum
    • Politics Forum
    • Book And Research Paper Forum
    • Student Forum
    • Careers, Jobs And Events
    • Careers Forum
    • Jobs Board
    • Events Board
    • Community Projects
    • The Quantitative Finance FAQs Project
    • The Quantitative Finance Code Library Project
    • Off Topic And Miscellaneous
    • Off Topic
    • Brainteaser Forum
    • Forum and Website Bugs and Suggestions

MBSs and VaR

Post Reply
  • Print view
 
User avatar
Elksh
Topic Author
Posts: 0
Joined: May 7th, 2010, 11:51 am

MBSs and VaR

  • Quote
  • #1

May 10th, 2010, 11:07 am

Hi all, could someone help me understanding how the used WAL toMty / WAL toCall will affect the duration of an MBS?Thanks
Top
© All material, including contents and design, copyright Wilmott Electronic Media Limited | Privacy | About | Contact us
 

 

×