m**h
发帖数: 4 | 1 Does any one know how to estimate the discount rate or yield curve in the
loan portfolio valuation given prepay, default, and recovery rate are known?
Thanks. | D********n
发帖数: 978 | 2 http://www.yieldbook.com
known?
【在 m**h 的大作中提到】
: Does any one know how to estimate the discount rate or yield curve in the
: loan portfolio valuation given prepay, default, and recovery rate are known?
: Thanks.
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