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한국형 자동이체식 주택저당증권(Pass-Through MBS)에 대한 가치평가모형 개발
by
태현욱
,
태현욱
,
서웅기
,
장봉규
,
김석준
,
노종혁
,
안세륭
Published in
Seonmul yeongu (Online)
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Seonmul Yeongu
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선물연구
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Option-Adjusted Spread
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Pass-Through
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Prepayment Risk
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Stochastic Interest Rate
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경영학
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금리 위험
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옵션조정스프레드, Mortgage-Backed Security
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조기상환 위험
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조기상환 위험프리미엄
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주택저당증권
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Doaj Directory Of Open Access Journals
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