Title: An Empirical Study of Housing Mortgage Loan Interest Rate Pricing Based on Embedded Option of Prepayment
Abstract: This paper analyzes the characteristics of embedded option in housing mortgage loan on the premise of prepayment in the housing mortgage loan.In view of the changing trend of the interest rates in China,this paper gives the ten-year mortgage loan a reasonable interest rate based on the pricing of embedded option using Monte Carlo simulation.
Publication Year: 2015
Publication Date: 2015-01-01
Language: en
Type: article
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