Embedded optionality, negative convexity, prepayment uncertainty and sensitivity to the shape of the yield curve are just a few of the factors that make mortgage instruments difficult to price and hedge. TechHackers has helped clients tackle these issues for over a decade. We offer a wide variety of solutions designed to manage interest rate, prepayment, credit and operational risk.
MBS QuantTools and MBS @nalyst libraries cover passthroughs, graduated payment and adjusted rate mortgages as well as stripped securities like IOs and POs.
