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Searched for: 1 subject found.
15.429[J] Securitization of Mortgages and Other Assets
(
); second half of term
(Same subject as 11.353[J])
Prereq: 11.431, 15.401, or permission of instructor
Units: 3-0-3
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. Limited to 55.
W. Torous
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