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标题: Spread Measures - Binomial vs. Monte Carlo [打印本页]

作者: karoliukas 时间: 2011-7-11 18:22 标题: Spread Measures - Binomial vs. Monte Carlo

Which spread measure is appropriate to value:

1. Callable corporate bond
2. Hoe equity loan (HEL)

Choices:

1. OAS from binomial model
2. OAS from Monte Carlo model

作者: smartpants 时间: 2011-7-11 18:22

Wrong forum ghazoo. Good luck buddy

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