| 住房抵押贷款利率定价的实证研究--基于提前偿付隐含期权 |
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| 引用本文： | 唐恩林. 住房抵押贷款利率定价的实证研究--基于提前偿付隐含期权[J]. 合肥工业大学学报(社会科学版), 2015, 0(1) |
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| 作者姓名： | 唐恩林 |
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| 作者单位： | 淮南师范学院 经济与管理学院,安徽 淮南,232038 |
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| 摘 要： | 文章在设定住房抵押贷款可提前偿付的前提下，分析了住房抵押贷款的提前偿付隐含期权特性，同时结合中国利率市场的利率变动轨迹，基于提前偿付隐含期权的蒙特卡罗模拟定价，给出了我国十年期住房抵押贷款利率的合理定价。
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| 关 键 词： | 住房抵押贷款 提前偿付 隐含期权 |
An Empirical Study of Housing Mortgage Loan Interest Rate Pricing Based on Embedded Option of Prepayment |
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| TANG En-lin. An Empirical Study of Housing Mortgage Loan Interest Rate Pricing Based on Embedded Option of Prepayment[J]. Journal of Hefei University of Technology(Social Sciences), 2015, 0(1) |
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| Authors: | TANG En-lin |
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| Abstract: | |
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| Keywords: | housing mortgage loan prepayment embedded option |
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