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Aspects of Interest Rate Models
Aspects of Interest Rate Models Interest rate modeling is discussed in this paper with special emphasis ... emphasis on the long and short rate model of Brennan and Schwartz. Comment is made on an unexpected aspect ...- Authors: Keith Sharp
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods>Asset modeling
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Modeling CMOs
easily incorporated into cash-flow testing models, the newer and more intricate assets ... create modeling ... a push and pullbetween the analysis that needs to be performed and the costs of getting that analysis ...- Authors: DALE ALLEN HALL
- Date: May 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Small Talk
- Topics: Finance & Investments; Modeling & Statistical Methods>Asset modeling