Does the valuation of an asset-backed security require the use of Monte Carlo simulation?

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Introduction To Fixed Income Analytics

ISBN: 9780470572139

2nd Edition

Authors: Steven V. Mann, Frank J. Fabozzi

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Question Posted: Apr 30, 2024 01:02 AM

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Does the valuation of an asset-backed security require the use of Monte Carlo simulation?

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No the valuation of an assetbacked security ABS does not necessarily require the use of Monte Carlo simulation While Monte Carlo simulation can be a p...View the full answer

Introduction To Fixed Income Analytics

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