An applied approach to valuation of securitized balance sheet assets based on Monte Carlo simulation with special reference to Turkish finance sector

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dc.authorid0000-0001-6483-4547
dc.authorid0000-0001-7409-4263
dc.contributor.authorAksoy, Tamer
dc.contributor.authorYüzbaşıoğlu, Nuray
dc.contributor.otherYönetim Bilimleri Fakültesi, İşletme Bölümü
dc.coverage.doi10.1007/978-3-030-72624-9_16
dc.date.accessioned2021-03-24T13:37:41Z
dc.date.available2021-03-24T13:37:41Z
dc.date.issued2021
dc.departmentİHÜ, Yönetim Bilimleri Fakültesi, İşletme Bölümü
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.
dc.identifier.citationAksoy, T. ve Yüzbaşıoğlu, 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. https://doi.org/10.1007/978-3-030-72624-9_16
dc.identifier.doi10.1007/978-3-030-72624-9_166
dc.identifier.doi10.1007/978-3-030-72624-9_16
dc.identifier.scopus2-s2.0-85161430686
dc.identifier.scopusqualityN/A
dc.identifier.urihttps://hdl.handle.net/20.500.12154/1435
dc.identifier.urihttps://doi.org/10.1007/978-3-030-72624-9_16
dc.indekslendigikaynakScopus
dc.institutionauthorAksoy, Tamer
dc.institutionauthorid0000-0001-6483-4547
dc.language.isoen
dc.publisherSpringer
dc.relation.ihupublicationcategory124
dc.relation.ispartofFinancial Ecosystem and Strategy in the Digital Era: Global Approaches and New Opportunities
dc.relation.publicationcategoryKitap Bölümü - Uluslararası
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.subjectMortgage-Backed Securities
dc.subjectBalance Sheet
dc.subjectAsset Pool
dc.subjectMonte Carlo Simulation
dc.titleAn applied approach to valuation of securitized balance sheet assets based on Monte Carlo simulation with special reference to Turkish finance sector
dc.typeBook Chapter
dspace.entity.typePublication
relation.isAuthorOfPublicationbbc73b61-a694-4832-936e-e3747e3f0cf6
relation.isAuthorOfPublication.latestForDiscoverybbc73b61-a694-4832-936e-e3747e3f0cf6
relation.isOrgUnitOfPublicationc9253b76-6094-4836-ac99-2fcd5392d68f
relation.isOrgUnitOfPublication.latestForDiscoveryc9253b76-6094-4836-ac99-2fcd5392d68f

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