Parallel Monte Carlo simulation of mortgage-backed securities

• 20 May 1993
• book chapter
• Published by Cambridge University Press (CUP)
• p. 325-343
• https://doi.org/10.1017/cbo9780511522130.018

Abstract

Keywords

• J
• BLACK
• PREPAYMENT
• CASHFLOW
• PARALLEL COMPUTING
• E
• VASICEK
• M
• C
• MONTE CARLO SIMULATION
• MIMD
• VALUATION
• H
• P
• CASHFLOWS
• R
• HILL
• INTEREST RATES