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Tim Xiao
BMO
Position
Department
Field of research
Economics (General Management)
Email
cfrm17@yahoo.com
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Mortgage Pool Valuation
Economics (General Management)
270 views
Date of upload:
12.01.2023
Co-author:
Abstract:
A model is presented for the calculation of the fair value and the ...
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Pricing Seller Swap
Economics (General Management)
278 views
Date of upload:
13.01.2023
Co-author:
Abstract:
CHT sold bullet bonds of total notional N that pays C% semi annual ...
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Mortgage Transfer Coupon Rate Computation
Economics (General Management)
291 views
Date of upload:
16.01.2023
Co-author:
Abstract:
With respect to a closed commercial mortgage certificate, the trans...
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Mortgage Cash Flow Modelling
Economics (General Management)
291 views
Date of upload:
16.01.2023
Co-author:
Abstract:
We model the closed monthly cash flows from a pool of mortgage. Her...
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