MIT11 353 - Securitization of Mortgages and Other Assets

Description
Investigates the economics and finance of securitization. Considers the basic mechanics of structuring deals for various asset-backed securities. Investigates the pricing of pooled assets, using Monte Carlo and other option pricing techniques, as well as various trading strategies used in these markets. Course site: NOURL
Credits
9
Schedule Planner
Recent Semesters
Spring 2020, Spring 2019
Avg. Class Size
999
Avg. Sections
1