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dc.contributor.authorAksoy, Tamer
dc.contributor.authorYüzbaşıoğlu, Nuray
dc.date.accessioned2021-03-24T13:37:41Z
dc.date.available2021-03-24T13:37:41Z
dc.date.issued2021en_US
dc.identifier.citationAksoy, T. ve Yuzbasıoglu, N. (2021). An applied approach to valuation of securitized balance sheet assets based on Monte Carlo simulation with special reference to Turkish finance sector. Financial Ecosystem and Strategy in the Digital Era: Global Approaches and New Opportunities içinde (ss.). Switzerland: Springer.en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12154/1435
dc.description.abstractIn this study, the Monte Carlo Simulation method is used in mortgage-backed security asset pool calculations. By simulating different combinations of input variables affecting the mortgage-backed securities asset pool, the future earnings, the total amount of interest, and the minimum and maximum values of the amount of total interest to be distributed are estimated. Six different scenarios were used in the assessment of the asset pool.en_US
dc.language.isoengen_US
dc.publisherSpringeren_US
dc.relation.ispartofFinancial Ecosystem and Strategy in the Digital Era: Global Approaches and New Opportunitiesen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectMortgage-Backed Securitiesen_US
dc.subjectBalance Sheeten_US
dc.subjectAsset Poolen_US
dc.subjectMonte Carlo Simulationen_US
dc.titleAn applied approach to valuation of securitized balance sheet assets based on Monte Carlo simulation with special reference to Turkish finance sectoren_US
dc.typebookParten_US
dc.departmentİHÜ, Yönetim Bilimleri Fakültesi, İşletme Bölümüen_US
dc.authorid0000-0001-6483-4547en_US
dc.authorid0000-0001-7409-4263en_US
dc.ihuauthorid0000-0001-6483-4547en_US
dc.relation.ihupublicationcategory124en_US
dc.relation.publicationcategoryKitap Bölümü - Uluslararasıen_US
dc.contributor.institutionauthorAksoy, Tamer


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