15.429 Securitization of Mortgages and Other Assets
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.
15.429 will be offered this semester (Spring 2018). It is instructed by W. Torous.
Lecture occurs 1:00 PM to 2:30 PM on Tuesdays and Thursdays in 9-354.
This class counts for a total of 9 credits.
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