从住房抵押贷款证券化的概念和基本运作流程入手，说明信用对基础资产池的供给和MBS的运作的重要性。
This essay illustrates the importance of credit to the supply of asset pool and the operation of MBS from the accept and the basic operation process of MBS.
在此基础上，得到了CD O资产池提前偿付分布和违约损失分布的计算方法和CDO分券层价差的半解析解。
On this basis, it derives the calculating method for the prepayment distribution and default loss distribution of CDO assets pool, and then gets the semi-analytical solution of CDO tranches 'spread.
在此基础上，得到了CD O资产池提前偿付分布和违约损失分布的计算方法和CDO分券层价差的半解析解。
On this basis, it derives the calculating method for the prepayment distribution and default loss distribution of CDO assets pool, and then gets the semi-analytical solution of CDO tranches 'spread.
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