| MBS定价方法比较及OAS法在我国的适用性 |
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| 引用本文： | 姚冰湜,郭冀德.MBS定价方法比较及OAS法在我国的适用性[J].青海师范大学学报(哲学社会科学版),2010,32(3):31-34. |
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| 作者姓名： | 姚冰湜 郭冀德 |
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| 作者单位： | 西安理工大学经济与管理学院,陕西西安,710054 |
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| 摘 要： | 随着资本市场的发展和商业银行资本证券化的需要,住房抵押贷款在我国必然有很大的发展空间。本文从MBS所具有的特点角度,对MBS的三种定价方法进行了对比,选出OAS法为最优的定价方法,并根据我国实际情况,提出了对OAS法的一些看法。
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| 关 键 词： | 住房抵押贷款证券 定价 期权调整利差法 |
The Comparison of Several Pricing Methods of MBS and the Applicability of OAS Method in China |
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| YAO Bing-shi,GUO Ji-de.The Comparison of Several Pricing Methods of MBS and the Applicability of OAS Method in China[J].Journal of Qinghai Normal University(Philosophy and Social Sciences Edition),2010,32(3):31-34. |
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| Authors: | YAO Bing-shi GUO Ji-de |
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| Institution: | (Department of Financial,Xi＇an University of Technology,Xi＇an 710054,China) |
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| Abstract: | With the development of capital markets and capital securitization of commercial bank requirements,MBS has big room of development in China.This article starts form the MBS has the characteristics,to contrast three pricing methods of MBS,selects OAS that is the best pricing method.Finally,according to the actual situation in China,put forward some views on the OAS method. |
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| Keywords: | MBS pricing OAS |
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