| 住房抵押贷款支撑证券定价方法研究 |
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| 引用本文： | 陈柏东.住房抵押贷款支撑证券定价方法研究[J].中南财经政法大学学报,2005(2):40-46. |
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| 作者姓名： | 陈柏东 |
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| 作者单位： | 中南财经政法大学,新华金融保险学院,湖北,武汉,430060 |
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| 摘 要： | 在住房抵押贷款证券化(MBS)过程中,定价是住房抵押贷款支撑证券(MBSs)发行与交易的关键,也是其发行成功的前提.对MBSs定价问题进行研究,具有重大理论和现实意义.本文在对国外MBSs定价方法进行系统梳理的基础上,结合我国当前的实际,提出了选取MBSs定价方法的路径.
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| 关 键 词： | 住房抵押贷款 金融创新 定价 |
| 文章编号： | 1003-5230(2005)02-0040-07 |
| 修稿时间： | 2004年10月14 |
On the Pricing Method of Mortgage-Backed Supporting Securities |
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| CHEN Bai-dong.On the Pricing Method of Mortgage-Backed Supporting Securities[J].Journal of Zhongnan University of Finance and Economics,2005(2):40-46. |
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| Authors: | CHEN Bai-dong |
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| Abstract: | In the process of mortgage-backed securitilization (MBS), the pricing is a key to the issue and exchange of mortgage-backed supporting securities (MBSs), and it is also a premise for a successful issue. Therefore, it has great theoretic and realistic significance to study the pricing method of MBSs. Based on systemic study on the overseas pricing method of MBSs, this paper puts forward the way of choosing the pricing method of MBSs. |
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| Keywords: | Mortgage-backed Supporting Securities Prepayment Pricing |
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