The Study of Mortgage Backed Security Pricing
碩士 === 國立臺灣大學 === 財務金融學研究所 === 90 === This study provides the theory and application associated with MBS pricing. The article can be divided into four parts, which are importance in MBS pricing using Hull-White interest tree model. First, we study the prepayment model. This stu...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/89335725183853656110 |