On pricing the Mortgage-backed securities ─ Application of
碩士 === 國立臺灣大學 === 財務金融學研究所 === 88 === Option-Adjusted-Spread analysis has became the most popular pricing method of Mortgage-Backed Securities because OAS takes interest rate volatility and volatility of cash flow caused by prepayment into consideration. However, the result of OAS analysis is depen...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/29172553464327566565 |