The structured-finance tag has no wiki summary.
3
votes
2answers
203 views
Where can I find exercises on building a project finance spreadsheet?
I'm looking for a set of exercises that teach how to build a project finance spreadsheet.
I accept there may be no typical project finance, but there are a lot of principles are shared in common ...
11
votes
3answers
369 views
How are prices calculated for commercial/residential mortgage-backed securities?
What is the theoretical/mathematical basis for the valuation of [C]MBS and other structured finance products? Is the methodology mostly consistent across different products?
7
votes
1answer
592 views
What SABR $\beta$ to use for EURIBOR swaption smiles
I am currently wrapping up my thesis. My final chapter is on applying the SABR model model for pricing purposes. I am valuing a constant maturity swap by replicating its value using plain vanille ...
