Mortgage-backed securities.

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Key Rate Duration for MBSs greater than Key Rate Tenor

Key Rate Durations (KRD) are essentially some fixed income instrument's price sensitivity to a non-parallel shift in interest rates (i.e., a shift at the "Key" Rate). For example, a 10-year bond's ...
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Valuation of Mortgage Backed floating notes

Does anybody have experience in valuation of mortgage backed floating notes? I have task to value the 4 different MBS floating notes. I know that it should be done through montecarlo, refinancing ...
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How to calculate APR on term year

What is the APR on a $$300,000 fixed rate loan amortized over 30 years but due in 10 years if the stated annual interest rate is 5.0% and the lender charges 2% as an origination fee, $18 for a credit ...
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Mortgage parameters

I'm looking for readings about the trade-off between the parameters of a mortgage: length of the mortgage, percentage of the principal to repay, inflation rate (at which the payment growths) and total ...
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Fair interest of mortgages

May be a stupid question, but I don't know the answer. Suppose someone asking me money for a mortgage for buying something. If I know the chance (mean value of payments and variance of payments) that ...