Default pricing for mortgages in Turkey
| dc.contributor.advisor | Erdem, Orhan | |
| dc.contributor.author | Baş, Onur | |
| dc.date.accessioned | 2021-05-08T06:47:17Z | |
| dc.date.available | 2021-05-08T06:47:17Z | |
| dc.date.submitted | 2009 | |
| dc.date.issued | 2018-08-06 | |
| dc.identifier.uri | https://acikbilim.yok.gov.tr/handle/20.500.12812/627095 | |
| dc.description.abstract | Bu çalısma, mortgage kredilerindeki risk primini opsiyon fiyatlama tekniğine görehesaplamayı amaçlamaktadır. Çalısmada mortgage yükümlülükleri mortgage kredisisahiplerinin temerrüt etme ya da etmeme tercihlerine göre olusturulan bir put opsiyonu gibideğerlendirilmistir. Uygulama olarak da Türkiye'de ticari bir bankadan datası alınanmortgage kredisinin risk primi hesaplanmıstır. | |
| dc.description.abstract | This study tries to calculate the risk premium of a mortgage loan using an option-basedpricing framework. The mortgage loan commitments are valued as put options under theconsideration of mortgage holders? choice to default or not to default. We used realmortgage data from a Turkish commercial bank, and ended up with a numeric result for therisk premium. | en_US |
| dc.language | English | |
| dc.language.iso | en | |
| dc.rights | info:eu-repo/semantics/openAccess | |
| dc.rights | Attribution 4.0 United States | tr_TR |
| dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | |
| dc.subject | Ekonomi | tr_TR |
| dc.subject | Economics | en_US |
| dc.title | Default pricing for mortgages in Turkey | |
| dc.title.alternative | Türkiye'de mortgage kredileri için temerrüt fiyatlaması | |
| dc.type | masterThesis | |
| dc.date.updated | 2018-08-06 | |
| dc.contributor.department | Diğer | |
| dc.subject.ytm | Pricing | |
| dc.subject.ytm | Options markets | |
| dc.subject.ytm | Housing credit | |
| dc.subject.ytm | Default | |
| dc.subject.ytm | Risk | |
| dc.subject.ytm | Risk premium | |
| dc.subject.ytm | Mortgage credits | |
| dc.identifier.yokid | 354865 | |
| dc.publisher.institute | Sosyal Bilimler Enstitüsü | |
| dc.publisher.university | İSTANBUL BİLGİ ÜNİVERSİTESİ | |
| dc.identifier.thesisid | 254485 | |
| dc.description.pages | 26 | |
| dc.publisher.discipline | Diğer |
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