| 基于边际违约率的住房抵押贷款定价模型 |
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| 引用本文： | 钟颖. 基于边际违约率的住房抵押贷款定价模型[J]. Canadian Metallurgical Quarterly, 2011, 0(7) |
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| 作者姓名： | 钟颖 |
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| 作者单位： | 安徽师范大学历史与社会学院,安徽芜湖,241000 |
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| 摘 要： | 考虑到住房资产的价格波动规律以及我国在一定程度上已经存在的市场利率,引入边际违约率概念,建立了赋予贷款者提前还贷权利的住房抵押贷款的定价模型.
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| 关 键 词： | 住房抵押贷款 期权定价 提前还贷 边际违约率 |
Pricing Model for Housing Mortgage Loan Basede on Bounded Logistic Default |
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| Zhong Ying. Pricing Model for Housing Mortgage Loan Basede on Bounded Logistic Default[J]. Canadian Metallurgical Quarterly, 2011, 0(7) |
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| Authors: | Zhong Ying |
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