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Stein, Harvey J. Bloomberg L.P. Belikoff, Alexander L. Bloomberg L.P. Levin, Kirill Bloomberg Financial Markets (BFM) - Bloomberg LP Tian, Xusheng Bloomberg L.P. - R&D
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07 Jan 07
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Last Revised:
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16 Mar 11
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2,717
(1,633)
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MBS, CMO, OAS, credit crisis, subprime crisis, interest rate modeling, rate, yield, yield curve, Gaussian, Monte Carlo, parallelization, GPU, CUDA, Markovian, mortgage, mortgage backed, collateralized mortgage obligation, collateralized, structured product, prepayment, prepayment modeling
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