about the MBS pricing, I need help
Posted: 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