Is it possible to get interest rate swaps on mortgages? If not, why not? Are there models that describe this? Any direction would be great.
For a project, I am interested to model the impact of recently negative interest bonds on the portfolio. The literature on modelling negative interest rates is limited, and the only theory I could ...
I'd like to calculate portfolio allocation beta on a portfolio that has different asset classes. The portfolio may be made up of: ...