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Securitized Assets - Cash Flow Traits
modeled traditionally, but are worth looking at. The primary one is the economy. The economy is difficult to ... more. 1. Interest Differential - There are two primary forces that model the prepayment speeds: either ...- Authors: Paul Haley, Michel Perreault, Peter A Minton, W David Woolford
- Date: Apr 1991
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments