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Daniel Hartmann


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Question


How to add a margin on a yield curve
I would like to add a margin on a yield curve. Both, the yield curve and the margin I import from a Excel sheet. for Example...

9 years ago | 1 answer | 0

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I want to price Asset Backed Secuities. Is there a function to price Asset Backed Securities or Mortage Backed Securities?
When I use the help-function on Matlab, I can find "mbsprice". Is there also a function for the ABS valuation, or is it the same...

10 years ago | 0 answers | 0

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