Default Loss of mortgage with consideration of income risk

碩士 === 國立清華大學 === 計量財務金融學系 === 97 === The subprime crisis in 2007 has caused financial institutions under unexpected loss resulted from underpriced the risk of mortgage. This crisis begins with high default rate of mortgage and house price slumped and expands by its related derivatives. So far, the...

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Bibliographic Details
Main Authors: Liu, Yu-Hung, 劉育宏
Other Authors: So, Leh-Chyan
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/45393171819236093895