15 429J - Securitization of Mortgages and Other Assets

Description
Prereq: 11.431, 15.401, or permission of instructor. 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.
Credits
9
Recent Professors
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Recent Semesters
Spring 2020
Offered
MW
Avg. Sections
1