11.353[J] Securitization of Mortgages and Other Assets


Class Info

Investigates the economics and finance of securitization, a practice that allows illiquid assets to be transformed into more liquid securities. 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.

This class has 15.426, and 15.401 as prerequisites.

11.353[J] will not be offered this semester. It will be instructed by .

This class counts for a total of 9 credits. This is a graduate-level class.

You can find more information at the Securitization of Mortgages and Other Assets site or on the 11.353[J] Stellar site.

MIT 11.353[J] Securitization of Mortgages and Other Assets Related Textbooks
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Securitization of Mortgages and Other Assets

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