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.
Are there any free or relatively cheap sources of aggregate data on credit risk for specific geographic regions, ages, and so on?
I'm attempting to model asset performance to Bitcoin revenue, which is a driving force in the Bitcoin community. Question Is there any model, or research being done that tracks "hashes per second" ...
I need suggestions for some good books on the following topics: Credit Value Adjustment (CVA) / Credit Risk Probability of Default / Loss-Given-Default / Exposure-At-Default modeling Any pointers ...