The pricing of mortgage backed securities

碩士 === 東吳大學 === 國際貿易學系 === 93 === The securitization of mortgage backed and its related derivatives are important in fixed income market. Cause their liquidity and revenue are better than other fixed income tools, and default rate is lower. Many banks and rating company are wanted to develop this is...

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Bibliographic Details
Main Authors: An-Hsun Lee, 李安珣
Other Authors: Da-Chen Chung
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/64596655160972202017