After introduced Binomial Model, and take account of option character of mortgage prepayment, this chapter put forward a MBS pricing model which is based on Binomial Model.
本章引入二叉树定价模型,分析了MBS提前偿付所隐含的期权,并以此性质为基础提出运用二叉树模型对MBS进行定价。
参考来源 - 基于二叉树模型的MBS产品定价研究Secondly, develop a econometric model which can predict the prepayment based on historical data of our own country.
第二,构建以我国历史数据为基础的提前还款预测计量模型。
参考来源 - 基于二叉树模型的MBS产品定价研究In addition, it uses loan classification method to convert the partial prepayment to entire prepayment and to control the prepayment risk.
另外,用贷款划分的方法来将部分提前偿还转变为全部提前偿还,以及控制资产提前偿还风险。
参考来源 - 我国住房抵押贷款证券化模式设计评价及定价研究The paper is first provides the profit and loss valuation of the borrowers when they choose to prepayment by NPV method.
本文首先应用净现值(NPV)理论分析住房抵押借款人选择提前还贷策略时的损失和收益。
参考来源 - 住房抵押贷款提前还贷模型研究与期权分析·2,447,543篇论文数据,部分数据来源于NoteExpress
We need to pay prepayment of this house.
我们需要支付房子的预付款。
If it wants to do so, the prepayment funding system should be abandoned.
如果它要这么做,就应该放弃预付款的资助制度。
When they hold a mortgage, they take on not only credit risk but also interest-rate and prepayment risk.
当他们持有着抵押贷款,他们不知承受着信贷危险,而且也承担着税率和原先付款的危险。
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