How is spot rate duration defined in Monte Carlo simulations?
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Q2: What is a prepayment model?
Q3: What is a Monte Carlo Simulation?
Q4: In the context of the prepayment of
Q5: Given that simulations do not offer a
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Q8: Why is it useful to price Mortgage
Q9: Is the traditional tree methodology well-suited to
Q10: What is a confidence interval?
Q11: What additional factors may affect the prepayment
Q12: How effective is pricing of Collateralized Mortgage
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