सभी किताबें

पेशेवर

ऐप्स परिचय Coach लॉग इन पढ़ना शुरू करें

Quantitative Finance · शब्दावली

Prepayment model क्या है?

Definition 12.1 Rates, Credit, XVA and Risk · अध्याय 12 — Mortgage Modelling

A prepayment model gives the conditional prepayment rate of a pool each month as a function of the pool’s characteristics (age, rate, loan size) and of the rate environment on the path; it is estimated on historical loan-level data and run path by path in valuation.

अध्याय में पढ़ें →