I have applied the concept in a excel worksheet to model weekly stock prices and stock returns for Starbucks.
@David Harper CFA FRM .. Please let me know if this is an ok approach..
P.S. By using Oracle's Crystal Ball tool I got the interval prices as 48 $ and 80$ at the 95% Confidence...
Learning outcomes: Explain prepayment modeling and its four components: refinancing, turnover, defaults, and curtailments. Describe the steps in valuing an MBS using Monte Carlo Simulation. Define Option Adjusted Spread (OAS), and explain its challenges and its uses.
Questions:
511.1...
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.