• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Books/Resources on CPR/CDR/Severity Modeling for Mortgage/Credit?

Hi all,

Does anyone know of any books/resources on modeling conditional prepayment rate, constant default rate, and/or loss severity for mortgage or credit? There are many videos on modeling single period or overall probability of default or loss severity but I'm interested in projecting the periodic rates, not just the overall.