Indicative Prices for Danish Mortgage Bonds V2

Indicative Prices for Danish Mortgage Bonds V2

Indicative prices for Danish Mortgage Bonds V2 This papers purpose is threefold.Firstly, we will address the changes in the Mortgage Market and how it influences our Indicative Pricing Model.Then we will describe a new extended version for the calculation of...
Indicative Prices for Danish Mortgage Bonds

Indicative Prices for Danish Mortgage Bonds

Financial Risk, Past, Present The purpose of this paper is to explain the reasoning and insight behind the calculation of Indicative Prices for Danish mortgage bonds calculated on NASDAQ on a daily basis. The paper will be organized as follows: First liquidity in the...
Financial Risk, Past, Present

Financial Risk, Past, Present

Financial Risk, Past, Present This presentation is a follow up on the presentation: “Financial Crisis of 2008” | Back to Archive | Download...
Modelling Danish Mortgage Bonds

Modelling Danish Mortgage Bonds

Modelling Danish Mortgage Bonds The purpose of this paper is to explain the background behind the key-figures for the danish mortgage bonds that are calculated on NASDAQ and at the same time give some insight into the methods employed. The paper is organized as...
AntiFragility

AntiFragility

AntiFragility This presentation contains a short introduction to the concepts: Fragility and Anti-Fragility – ideas which original comes from Nassim Taleb 2012 “Antifragil – Things that Gain form Disorder” The presentation also addresses:...
Emperical Yieldcurve Dynamics

Emperical Yieldcurve Dynamics

Emperical Yieldcurve Dynamics This paper has two objectives. First we will construct a general model for the variation in the term structure of interest rates, or to put it another way, we will define a general model for the shift function. Secondly, I will specify a...