Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance
Reexamination Certificate
2002-12-04
2009-08-11
Poinvil, Frantzy (Department: 3692)
Data processing: financial, business practice, management, or co
Automated electrical financial or business practice or...
Finance
C705S038000, C705S035000, C705S03600T
Reexamination Certificate
active
07574396
ABSTRACT:
New tools for modeling prepayment of principal by obligors behind asset-backed securities are provided. The obligors are categorized into groups for ordered removal from the modeling and valuation process according to their refinancing efficiency, for instance. These tools can be used in a coupled-lattice recursive analysis process to obtain the value of asset-backed securities such as mortgage-backed securities and collateralized mortgage obligations.
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Kalotay Andrew J.
Yang Deane
Andrew Kalotay Associates, Inc.
Buchanan & Ingersoll & Rooney PC
Graham Clement
Poinvil Frantzy
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