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从介绍传统的住房抵押贷款支持证券(MBS)的定价理论出发,着重探讨了 MBS 定价的计量经济方法,对其在理论上、实践中,以及模型方面的发展都做了详细的介绍和阐述,目的在于对我国近期内将出现的住房抵押贷款的衍生金融产品的定价问题起到指导和借鉴作用。
Based on the introduction of MBS pricing theory, this paper focuses on the econometric methods of MBS pricing, and gives a detailed introduction and elaboration on its development in theory, practice and model. The purpose is to guide and learn from the pricing problem of derivative financial products that will emerge in China in the near future.