ARCD model explained: autoregressive conditional density (Excel)

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  • เผยแพร่เมื่อ 28 ม.ค. 2025

ความคิดเห็น • 6

  • @NEDLeducation
    @NEDLeducation  ปีที่แล้ว

    You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
    Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation

  • @Mdigi1982
    @Mdigi1982 ปีที่แล้ว +1

    Would be interested in seeing a non-stochastic MBS model with CPR, Default, etc. Maybe OAS if this is something that can be demonstrated in excel. Your videos are all great. Thank you.

    • @pauljones9286
      @pauljones9286 ปีที่แล้ว

      I will second that. Would love to see an MBS valuation model with monthly mortality, CPR, bond equiv yield etc.

  • @kaushikdesarker8411
    @kaushikdesarker8411 ปีที่แล้ว

    Your videos are great for learning. Unfortunately, this video, I can hardly hear what you are saying.

  • @surendrabarsode8959
    @surendrabarsode8959 ปีที่แล้ว

    1. Please have light focus on your face rather than having it behind you in the background. 2. Request you to talk slowly and little louder. That would really help. 3. Otherwise, you are indeed doing a wonderful work. There is no resource like your TH-cam channel for learning finance and economics. Warm regards.

  • @MrClimateCriminal
    @MrClimateCriminal ปีที่แล้ว

    Too quiet and talk too fast