Predicting Agency Prepayments in the Current Market Environment: Why Yesterday’s Predictive Models Won’t Hold Water Today
Jonathon Weiner, Wesley Winter and Kyle G. Lundstedt
The Journal of Structured Finance Spring 2010, 16 (1) 21-27; DOI: https://doi.org/10.3905/jsf.2010.16.1.021
Jonathon Weiner
is a vice president of research and development at LPS Applied Analytics in San Francisco, CA.
Wesley Winter
is a senior analyst at LPS Applied Analytics in San Francisco, CA.
Kyle G. Lundstedt
is a managing director at LPS Applied Analytics in San Francisco, CA.
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Predicting Agency Prepayments in the Current Market Environment: Why Yesterday’s Predictive Models Won’t Hold Water Today
Jonathon Weiner, Wesley Winter, Kyle G. Lundstedt
The Journal of Structured Finance Apr 2010, 16 (1) 21-27; DOI: 10.3905/jsf.2010.16.1.021