Risk Estimation of Mortgage-Backed Securities -Application of Value-at-Risk
碩士 === 國立臺灣大學 === 財務金融學研究所 === 88 === Abstract: In U.S.A, Mortgage-Backed Securities have developed for more than two decades and play an influential role in the capital market. The development of MBS market not only helps to improve the liquidity risk of financial institutions bu...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/20454121441601397098 |