微信扫一扫
实时资讯全掌握
| Wilken is aware that there are different methods to value an ABS. When should an ABS be valued using the zero-volatility spread approach? A. When there is no default risk. B. When the default risk is constant over the life of the ABS. C. When the ABS has a prepayment option that is likely to be exercised. D. When the ABS does not have a prepayment option or the prepayment option is unlikely to be exercised. |