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本文介绍了传统的住房抵押贷款支持证券(MBS)的定价理论,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。
This paper introduces the pricing theory of traditional MBS, focuses on the econometric method of MBS pricing, and gives a detailed introduction and elaboration to its development in theory, practice and model Is to guide and learn from the pricing problem of derivative financial products that will emerge in China in the near future.