期权调整价差
- 网络OAS;Option Adjusted Spread
期权调整价差-
从目前国外学术界和业内基于债券定价原理对MBS的定价思路上，主要有三种定价模式：建立提前偿付模型法、期权调整价差法和期权定价法。
Now , it has three pricing modes of the MBS : the method of establishing a pre-payment model , the method of the option-adjusted spread and the method of the option pricing .
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本文创新在于探讨我国信贷资产证券化的新模式，并结合期权调整价差法和其它模型，分析其发展过程中的定价新思路。
The creation of the article is to analyze the new mode of the Credit assets securitization of our country , combining the Option-Adjusted Spread and other models to analyze the new method of the pricing in the process of the securitization .