提前付款利率 的英文怎麼說
中文拼音 [dīqiánfùkuǎnlìlǜ]
提前付款利率
英文
anticipation rate- 提 : 提動詞(垂手拿著) carry (in one's hand with the arm down)
- 前 : Ⅰ名詞1 (在正面的) front 2 (次序在先的) first; top 3 (過去的; 較早的) ago; before; preceding...
- 款 : Ⅰ形容詞1 (誠懇) sincere 2 [書面語] (緩; 慢) leisurely; slow Ⅱ動詞1 (招待; 款待) receive wit...
- 率 : 率名詞(比值) rate; ratio; proportion
- 提前 : 1 (往前移) shift to an earlier date; move up (a date); bring forward; advance 2 (事先) in a...
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Based on these, considering prepayment " influence on mbs " price, the following three pricing methods are researched on deeply. referring to the experiences of foreign countries, the pricing method based on prepayment pattern is given ; considering the influence of interest rate on prepayment, different interest rate simulation pricing methods are set up, which is on the basis of different interest rate term structure model ; in view of interest rate and different incentive threshold of mortgager, a interest rate incentive function simulation model is established to price mbs
在此基礎上,考慮到預付對證券價格的影響,對以下三種定價方式進行了深入研究:借鑒國外經驗,提出了基於提前還款模式的定價方法;考慮利率對預付行為的影響,建立了基於利率期限結構的不同種模擬利率定價模型;考慮到利率以及抵押借款人的不同利率刺激門檻對預付的影響,建立利率刺激函數模擬模型進行定價。Another critical issue is that related parties needs to know their values presicely and this is the main point of this paper. research of mbs value includes 3 areas : 1. forast the mbs cash flows according to borrowers ’ different prepayment rate ; 2. establish mbs risk - prmium interest rate term structure to forcast cash flows. 3. create decident model to value mbs
Mbs價值研究涉及三個方面問題:一、根據抵押貸款借款人提前償付水平預測mbs未來現金流;二、構建考慮mbs風險溢酬的利率期限結構為預期現金流貼現;三、建立定價模型計算mbs價值。
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