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住房抵押贷款支持证券是创新型的房地产衍生金融产品,能有效化解房地产市场的金融风险和扩大房地产融资渠道。对住房抵押贷款支持证券的定价展开研究,分析了基于无套利理论的市场价值定价法,并总结了市场价值定价法在我国现阶段的应用所存在的困难。
Mortgage-backed securities are innovative real estate derivative financial products that effectively mitigate financial risks in the real estate market and expand real estate financing channels. This paper studies the pricing of mortgage-backed securities, analyzes the market-value-based pricing method based on no-arbitrage theory, and sums up the difficulties of applying the market-value pricing method in our country.