Chakrabarti, B B; Bansal, Gunjan; Biswas, Kunal - In: The IUP Journal of Bank Management II (2003) 2, pp. 51-62
This paper, explains why prepayment risk makes an MBS portfolio less attractive and discusses three different models for pricing this risk. The applicability of these three models are tested in Indian conditions by using them to price the prepayment risk for a synthetically created portfolio...
