摘要
基于建元2007-1个人住房抵押贷款支持证券的数据,对比分析静态现金流折现法和静态利差法的定价结果,证明静态利差法更适合我国住房抵押贷款债券定价。
Based on the data of Jianyuan 2007-1 MBS, this paper compared and analyzed the pricing results of static cash flow discount method and static spread method, and proved that the static spread method could be more suitable for the pricing of mortgage backed security in China.
出处
《创新科技》
2016年第8期44-49,共6页
Innovation science and technology
基金
国家社科基金青年项目(16CJL032)
教育部人文社科项目(14YJC790042)
关键词
住房抵押贷款债券
静态利差法
定价
Mortgage-backed security
static spread method
pricing
