I currently working in ABS securitization at BNP mainly dealing with auto loans, student loans, credit card loans etc. I'd like to know if anyone could recommend books or preferably papers on cash flow modelling, tips on prepayment speed estimations, pricing ABS, VAR of prepayments etc. I am relatively new to this field. Please let me know. Thanks
Regards,
Abhishek Bhandari
Posted on Oct 15, 2007, 5:09 PM from IP address 208.217.164.134