The Valuation and Interest Rate Sensitivity of the Adjustable Rate Mortgage Backed Securities in Taiwan
碩士 === 國立交通大學 === 財務金融研究所 === 92 === Mortgage Backed Securities(MBS) is a kind of Fixed Income Securities, In order to valuate this kind of Securities, we must create related term structure of interest rate. Since other factors such as Amortization, Prepayment, Cap and Floor options which are absent...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/9vjv74 |