Explain how, given the cash flow on the simulated interest-rate paths, the theoretical value of a RMBS

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Explain how, given the cash flow on the simulated interest-rate paths, the theoretical value of a RMBS is determined.

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Bond Markets Analysis and Strategies

ISBN: 978-0133796773

9th edition

Authors: Frank J.Fabozzi

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Question Posted: Aug 22, 2015 07:40 AM

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Explain how, given the cash flow on the simulated interest-rate paths, the theoretical value of a RMBS

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Given the cash flow on an interestrate path its present value can be calculated The discount rate fo...View the full answer

Bond Markets Analysis and Strategies

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