The Application of Survival Analysis in Pricing Mortgage Pass-Through Securities
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 92 === This study employs the competing risk model to examine the prepayment risk and default risk of mortgage loan, and then further attempts to explore the prices of mortgage pass-through securities. Empirical findings of this study suggest that the condition of loa...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/36577427005460174964 |