15.429 Securitization of Mortgages and Other Assets


Class Info

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.

This class has 11.431, and 15.401 as prerequisites.

15.429 will be offered this semester (Spring 2019). It is instructed by W. Torous.

Lecture occurs 1:00 PM to 2:30 PM on Mondays and Wednesdays in 3-133.

This class counts for a total of 9 credits.

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