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Non parametric mortgage prepayment models
Posted: October 28th, 2003, 12:10 pm
by martinigale
What would be a good reference to start off with ?TIA
Non parametric mortgage prepayment models
Posted: October 28th, 2003, 7:42 pm
by Aaron
Try this or this. If they don't meet your needs, you might find something better in the bibliographies.
Non parametric mortgage prepayment models
Posted: October 29th, 2003, 3:06 am
by martinigale
thanks for the references, Aaron !