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about OAS model for adjustable-rate mortgages
Posted: January 5th, 2008, 10:43 am
by leobu
Where can I find the materials about OAS model for adjustable-rate mortgages?Your help will be highly appreciated. Bu
about OAS model for adjustable-rate mortgages
Posted: January 5th, 2008, 5:11 pm
by quantmeh
very basic and well presented material's in Andrew Davidson's workbook on MBS.
about OAS model for adjustable-rate mortgages
Posted: January 6th, 2008, 7:16 am
by leobu
thanks a lot, by the way, do you know where can i find the matlab code about using monte carlo method to compute the OAS value of adjustable-rate mortgages?