d**s 发帖数: 920 | 1 MBS(mortgage-backed security), CDS(Credit Default Swap)算不算金融衍生物 ?
Thanks. |
A*******u 发帖数: 66 | 2 Sure, whose value depend on interest rate and other risk factors.
【在 d**s 的大作中提到】 : MBS(mortgage-backed security), CDS(Credit Default Swap)算不算金融衍生物 ? : Thanks.
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r****f 发帖数: 1041 | 3 CDS是,MBS不是,MBS是有embedded options的bond。
Financial derivative要满足三个基本要求:
1)has underlying,notional/payment provision;
2)requires little or no initial investment;
3)requires or permits net settlement |
d**s 发帖数: 920 | 4 Thanks, so among the three requirements, which MBS does not satisfy ?
【在 r****f 的大作中提到】 : CDS是,MBS不是,MBS是有embedded options的bond。 : Financial derivative要满足三个基本要求: : 1)has underlying,notional/payment provision; : 2)requires little or no initial investment; : 3)requires or permits net settlement
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D*****a 发帖数: 2847 | 5 does it matter?
【在 r****f 的大作中提到】 : CDS是,MBS不是,MBS是有embedded options的bond。 : Financial derivative要满足三个基本要求: : 1)has underlying,notional/payment provision; : 2)requires little or no initial investment; : 3)requires or permits net settlement
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d**s 发帖数: 920 | 6 It matters to me, I am writing a report.
【在 D*****a 的大作中提到】 : does it matter?
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i*c 发帖数: 1132 | 7 明显没有 2)
【在 r****f 的大作中提到】 : CDS是,MBS不是,MBS是有embedded options的bond。 : Financial derivative要满足三个基本要求: : 1)has underlying,notional/payment provision; : 2)requires little or no initial investment; : 3)requires or permits net settlement
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j******n 发帖数: 271 | |