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Financial math modeling of MBS? 
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#1
Feb512, 10:08 AM

P: 58

Can anyone refer me to an introductory text about math modeling of mortgage backed securities?



#2
Feb512, 11:12 PM

P: 4,572



#3
Feb612, 07:46 AM

Sci Advisor
P: 1,716

MBS were created on Wall Street during the early 1980's and investors needed some way to value these bonds. The problem was valuing the prepayment option on the underlying mortgages. So much was published by investment banks to explain prepayments and MBS valuation to bond portfolio managers. 


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